First of all, make sure that your gallery's embedding code is actually in the web page itself.
Open the web page in a browser and view the source of the web page to ensure that the embedding code is there.
Next, check that the gallery files have actually been uploaded to your web server. You can check this with a dedicated FTP program such as Filezilla.
If the embedding code and the gallery files are both present, then there is likely to be a problem with one or more paths to the files.
Take a look at the Troubleshooting Pathing Problems support section to see if it helps.
This FAQ may also help:
When I view my gallery, I see a blank area. Why?

If you continue to experience difficulties, please port the URL to your gallery's web page so that I can take a look and help further.