You're going to want to make sure that you have Sales set-up first.
(1) Go to Settings (inside Sales) and Enable Sales.
(2) Go to Payments and choose one of the online payment gateways.
(1) After that, go to Pricelists and add a new pricelist.
(2) If you only want to sell downloads then I would select Self-fulfilled Empty. Once that is done you can go in and Edit Items.
(3) From there you'll notice there aren't any items listed. Go ahead and Add An Item and select Digital Download. You can then determine if you want to sell the entire gallery for a set price or single images for a set price. Don't forget to Save Product!
* Tip: If you have downloads enabled, you will want to turn them off from the gallery settings since that would allow your clients to download without paying *
(4) Now go to your gallery, select Sales from the client options and Enable Sales by choosing the Pricelist you just created.