There are instructions for manually embedding and linking together multiple galleries here.
There are currently two automated solutions which you might like to consider:
This is a separate product (a PHP web application) which allows you to create, edit and manage galleries online through a web browser interface.
You can create SimpleViewer galleries with svManager itself or you can create SimpleViewer galleries by another method (such as svBuilder-Pro), upload them to your web server and import them into your svManager installation.
svManager creates an index page of all listed galleries comprising thumbnails which link to the corresponding galleries.
svManager is the only automated solution to use thumbnails to represent each gallery.
Here is a sample svManager index page.
You can try svManager via the online demo here.
(2) SimpleViewer Skin for jAlbum
jAlbum is a desktop application which allows you to create multiple galleries in a single action.
When using the SimpleViewer skin, you can drag and drop a complete folder structure into jAlbum's main window and click 'Make Album'.
Here is a sample album created by jAlbum and the SimpleViewer Skin.
SimpleViewer Support Team