This gallery is based on 'w3-css', therefore there is an online style sheet linked in the Page manager. It is adapted for exactly 4 images. If you want less, the thumbs will retain their proportions showing some empty space. By adding more, you will get a new line of thumbs.
For some reason the 'thumbnail' images appear large when working in the programme, but in a browser preview they display correctly. To make a component you need to select the wrapper container, and you may of course edit out this header bit if you don't need it. Don't forget the link to the external style sheet and the js in the footer field in the Page manager.