Key points 
Select a delivery-type or custom gallery by enabling download to deliver your photos
« Allow download for everyone » : if you disable it, only the clients on your list can download
To download, a visitor must provide their email — this is how you collect their contact details
In the Custom gallery Settings, enable Download to allow your clients to retrieve their photos.
Everyone : any visitor who has access to the gallery can download
Reserved for your clients : disable « Allow download for everyone » — only the clients you have added to the gallery will be able to download
An unidentified visitor must enter their email before downloading. You then find these emails in the gallery activity → See who viewed, liked or downloaded my gallery.
Selection mode: have my client choose the photos
A gallery's settings