I assume you have read the Getting Started part of this documentation. That part discusses Installation and Activation of the plugin. It also gives brief information about different options plugin offers. If you have not read that please do so to be more familiar with things discussed in this post.
I will outline steps to create your first Gallery using Auto Gallery Pro
Create a folder inside your WordPress installation. You can create it any where but I would recommend creating it in either root folder or uploads directory. This folder will have all the sub folders. You can name it anything. For example lets assume you have created folder images in root directory of your WordPress installation.
Now that you have created folder to contain all of your images. In this step create a sub folder inside the folder you created in step 1. Lets assume you have created sub folder My Pet Cat inside the Images folder mentioned in step 1.
You can create as many sub folders you want. For every sub folder you can have one Gallery.
Now add all images to the sub folder you want under the Gallery My Pet cat . You can do so with FTP or any other process. You need to directly upload the images there.
Now log into your WordPress dashboard and open the post in which you want to place the Gallery. Auto Gallery plugin adds a Visual Editor button. Use the button to add the Gallery in the post or page.
Your Gallery should be live now. For any change in Gallery in future you just have to add or delete or replace images in the sub folder. There is no action from WordPress dashboard. There is no limit on number of sub folders or number of images you can have in a Gallery.