There are several gallery management add-ons for Evo; MaxiGallery, EvoGallery and my favorite, Easy 2 Gallery. Once the images are uploaded and stored, then it’s just a matter of a snippet to get them out and the javascript of your choice for the gallery. The three that I mentioned all have display snippets that can be customized using chunks for mini-templates for each image.
That page you linked to is using this
http://slidershowcase.com/jquery-sliders/tiny-slideshow
The trick is to have the gallery snippet output the HTML for each image in this form:
<li>
<h3>Image Title</h3>
<span>url/to/full-size/image.jpg</span>
<p>Image Description</p>
<a href="#"><img src="url/to/thumbnail.jpg" alt="Image Title" /></a>
</li>
And call the gallery’s snippet in a container
<ul id="slideshow">[[SnippetName]]</ul>