Hi Rouchaud,
View this instruction page how to set up gallery
https://www.themehorse.com/theme-instruction/clean-retina-pro/#gallery
Did you customize any code? If no then first of all deactivate all the plugins too that you have installed in your dashboard. Then only follow this instruction:
Go to Galleries->Add New in your dashboard.
Add Title which will be Image title.
Add featured image for this post.
Click on Publish.
If you have multiple images(other images too) to be shown. Repeat the first four steps again.
After you are done with adding the posts in Galleries.
Create a Page, give it title.
On the right hand-side, click on template dropdown.
From the dropdow, select any of from three template ( Gallery four column template, Gallery three column template, Gallery two column template )
Click Publish button.
Now choose this page as menu.
Thank you!