I am not sure how to do what I want with images

I want to do a image portfolio, I want to create a page, have an image as the caption, I can write a caption under it. For example I am a crafting blog. I want my favorite craft to be the link to get into the Paper Crafts gallery, or the Vinyl Decor gallery, or digital Images gallery. When clicking on that image it takes the viewer to a gallery of all my images of that category. am I explaining myself correctly? I have seen it done. I just don’t know how to do it, I think I probably have the plug in for it, not sure..
http://www.somanycrafts.com
Thanks in advance