Cannot Link CMS Multi-image Photos to Tabs Menu

I’m attempting to create a photo gallery using the tabs menu and CMS photos. It appears I cannot link the two together. I’ve read that there has been some changes recently with CMS and the addition of the purple bubble but I don’t have that option either.

Thanks in advance! I’ve dabbled in web design but am by no means a professional so bare with me!

Here is my public share link:
(how to access public share link)