The CB Gallery integration is default enabled for activity streams so you should see it immediately when looking at your profiles Activity stream. It is default disabled for comment streams though. Is your Joomla menu item displaying an activity stream or comment stream as they function very differently.
If not displaying in your activity stream then navigate to CB Activity > Streams > Activity and edit the activity stream you're displaying. Note if you're displaying Recent Activity then it inherits Profile Activity parameters for activity creation so you need to edit Profile Activity stream. Then under Display check the Gallery fieldset for its parameters.
See our demo site below for a full working example. Feel free you explore the backend for configuration as well using the Login As Administrator button.
demo.cbdemosites.com/