[Theme Horse Support Team]

Hi jcarlos.cortes,
First of all install fresh copy of our theme and work on it. Do not customise any code. Create a gallery category as you have done before and add the gallery featured image. You need to add gallery in featured image not in the editor.
View this screenshot
http://awesomescreenshot.com/01846sswd2
Create more gallery. Then you must be able to see as in our demo site, if you are working on the local server.

If still you could not then when you upload your site in the server then let us know. We are ready to help you

Thank you!