Starting with 2.3, GSP does not require any changes to your existing global.asax file, nor does it ship with one. I am still updating the Admin Guide, so I am sorry about the outdated information (although I did mention this fact in the 2.3 QuickStart Guide).
The compiled version of GSP includes a bin directory, so if it is missing you must have downloaded the source code. The source code must be compiled in order to create the dll's that go in the bin directory.
As far as modifying web.config, I cover that in the Admin Guide, in the section about integrating it with your existing ASP.NET app. In short, you have to manually compare the web.config that ships with GSP with your own, copying any settings that are missing from your existing file.
Roger Martin
Creator and Lead Developer of Gallery Server Pro