1. When you say it cannot show the second picture are you referring to the product details page not displaying the second picture you entered in manage products or are you referring to lightbox not showing the second picture?
2. If you look in the lightbox-files.zip there is a readme file with instruction on how to install lightbox. You dont install the lightbox-files.zip using the host --> Extension --> Install Extension Wizard please follow the instructions in the readme file to install the lightbox support files. Here are the instructions in the readme file:
In order to enable lightbox on the product details page, copy the files in the attached zip to the following folders off the root of of your dnn install:
\css
\js
You should alread have a \js folder so just copy the .js files to your existing \js folder
You most likely will not have a css folder so copy the css folder as is with the lightbox.css file in it.
Note: You only need to copy the lightbox files if you want to enable lightbox on the product details page.