Well, if you want to make the gallery for a website (e.g.) or something like that, you can make it very simple (yep, I'm new at flash, I usually try the apparently simple ways, it doesn't mean they are the best ways, but sometimes they are).
You can simply make various keyframes, each one containing one pic (or two, as you want), and the little thumbnails below.
Then, in each of that frame, make the thumbnails buttons, and add code to them, to go to the desired frame. You can add transitions too.
E.G.: You are in frame 1 and have a thumbnail of a pic with a dog. When you click it, it goes to frame 10 and plays, and a transition is made were the screen fades out and fades in, almost the same, only with the dog pic in original size, at the center.
Though, you have to create all the transitions, if you have 4 pics, you have to create: ABCD A -> B / A-> C / A -> D / B->A / B->C etc.
It would work and it could be applied to the website example, but if you want to train your AS, this is not a good way to do it
and it would give you much more work than with AS.
With AS you could have a movieclip or something at the center, and when the thumbnail is clicked, it loads a graphic into the movieclip.
But I can't help you now, with exact code.
I can give you some links I searched now tough, they'll maybe help you:
Loading image files into movie clips
Loading dynamic data into flash
Flash picture gallery with twinkling transition
Hope it helps, sorry for the long post xD and for my english.