Cool! It’s all good now! Thanks for your help!
I am not sure if I did it right or not. I changed index.php under the root of wordpress folder. I added wp_head(); to the last line so it looks like:
<?php
/*Short and sweet */
define('WP_USE_THEMES', true);
require('./wp-blog-header.php');
wp_head();
?>
Now I can see the effect, picture showing in the center of the browser with background gray out and also ‘next’, ‘prev’, and ‘close’ under the pictures. But I still get the same error message when click on slideshow.