Hi,
In order to create a gallery in the link you have provided us you would need to create e.g. a custom table (Site manager - Development -> Custom tables) called something like "YoutubeVideos" then you would store the URL of the youtube video. Then you would use Custom Table Repeater webpart to show the stored records in your YoutubeVideos table and display it using the appropriate transformation. The harder thing is to get the thumbnails of the video - for this you need to use the YouTube API. Some closer informations may be found e.g.
http://www.reelseo.com/youtube-thumbnail-image/Unfortunately the views webpart does not contain such option.
Kind regards,
Richard Sustek