I desperately need a help with Thumb Gallery Add-on.

I am web -designer, not a developer, plus I am new for this CMS. Tried figure out by myself but stuck.
I downloaded installed this add-on for check how it works and practice, using standard theme on concrete 5.7.

When I am adding this block to the page it tells me there is no FileSets. And I can't figure out what is that and how to create it.

May anybody explain me, please.

Sorry, for silly question.

Type:	Discussion
Status:	New