There are a lot of fine Lightboxes on the market, both free and commercials, but they all need to be installed into You Confluence, in on of 2 ways:

Filesystem based

In this case, the light box is placed in the filesystem, either under the Confluence installation, or somewhere else and linked in.

Under Confluence

Download the lightbox zip, upload it to the server and place the files under the install:

cd /opt/confluence/confluence
mkdir mylightbox
cd mylightbox
mv ~/mylightbox.zip .
unzip mylightbox.zip

Now these can be referenced as /opt/confluence/confluence id the server root, so in Custom HTML add:

<!-- MyLignbox -->
<link rel="stylesheet" href="/mylightbox/css/mylightbox.css" type="text/css" media="screen" charset="utf-8" />
<script src="/mylightbox/js/jquery.mylightbox.js" type="text/javascript" charset="utf-8"></script>

Somewhere else

Confluence page based