How to allow only registered members to download the images?
http://coppermine-gallery.net/demo/cpg14x/docs/faq.htm#viewThumbnailsOnly
If you only want to prevent access to the pop-up full-size images, you can use the "Full-Size Access Control" plugin (on the plugin contributions board).
Searching the documentation and the forum would have brought both answers to your fingertips.