The gallery on this page was created in NexGen Plus Gallery which I’m trying.  The previous/next icon buttons for the lightbox are on the side, and exit at top right corner.  The arrow keys on your keyboard can also be  used.  There is a very small ^ icon button at the bottom of the lightbox.  It opens a panel of photo thumbnails you can select for viewing, and far left has icon buttons for automatic slideshow, full screen, and file name.