It can't find index.php because it hasn't been uploaded (along with some other folders/files):
These are the current the contents of your powergallery/install directory:
It should also contain the following.
You must upload ALL the folders and files as directed.
If DreamWeaver is not doing it, you can find a free FTP program to do it.
You will also need to have a database plus details (localhost, DB_UserName, DB User_Password) ready for when you set up power Gallery.