SmoothGallery is not distributed together with UMG due to license issue, but every one can get a free copy here: http://smoothgallery.jondesign.net/download/, you need to install it manually if you wish to use the SmoothGallery presentation in UMG 6.
When work with it I found there is a bug in this component, it's designed to support multiple albums, but if the 1st album host only 1 photos, you won't be able to see any photo, you will always see a white background when open any album even this album host more than 1 photos.
I made some changes to SmoothGallery 2.1 to fix this problem, you can download it here if you need it.
We also made some changes to SmoothGallery so it notify UMG when a photo is being displayed, this makes it possible to make it work together with UMG-Rate, UMG-Response and UMG-Map module, if you are a UMG user it's suggested to install this modified version, you can download it here, simply unpack it and copy all 3 files to /DesktopModules/UltraMediaGallery/scripts/smoothgallery folder is ok, if your UMG version is less than 6.5, you should copy them to /DesktopModules/BizModules - UltraPhotoGallery/scripts/smoothgallery folder.
SmoothGallery is licensed under GPL license, my modified version is also licensed under GPL.