As defined by Andy Skelton, Gallery, introduced with WordPress 2.5, is specifically an exposition of images attached to a post. In that same vein, an upload is “attached to a post” when you upload it while editing a post.
In the uploader, there is a “Gallery” tab that shows all the uploads attached to the post you are editing. When you have more than one attachment in a post, you should see at the bottom of the Gallery tab a button marked “Insert gallery”. That button inserts a shortcode “” into the post. WordPress replaces that shortcode with an exposition of all images attached to that post. Non-image file types are excluded from the gallery.
Note: If you don’t see the “Insert gallery” button, it may be because you have not attached two images to the post.
The pretty URLs for attachments are made only after you have published the post and should be composed as the post permalink plus the attachment slug.