There are many set up options and the documentation is not entirely clear (to me anyway) as to what some options do.
Here's a clue: to adjust the settings look under appearance -> Lightbox Plus ColorBox
The plugin worked with no problems and despite my comment above after a little bit of experimentation I was very pleased with the results.
My only issues are:
1. There's no zoom function. I'd like to be able to specify a maximum image size of say 80% of the view port but still offer the user the opportunity to see the image at full resolution. On a Cell phone by default showing a 4000x3000 image (for example) is a bit daft. I've not yet decided the best compromise on this.
2. Lightbox Plus displays the image title and not the image caption, which is annoying. Ideally the caption would be shown, and an overlay would be available showing the description and Exif data too.