create playlist with chosen images first, then go to edit playlist and choose skin you want for this playlist. You can click “Change Skin Options” to change options, but then you must click “Update skin options for this playlist” button.
Also, on this page you can find shortcode for current playlist. Copy and Paste it to Post or Page.
For inserting any shortcode to theme template files just use this WordPress function: <?php echo do_shortcode('[YOUR_SHORTCODE_HERE]'); ?>