Where I can connect the Gallery with the web. Before it towards in themes.php, but now not neither where nor that code to introduce.
Not sure what you mean. If your question is "how can I add links into the coppermine menu that point to other sites on the internet", then the answer is: copy the menu definition section from themes/sample/theme.php into your custom theme file and edit it as you wish. Do not copy the entire file's content.