JS and CSS includes don't exists in drupal header
Please go to your configuration -> Text formats -> Filtered HTML ( or whatever text format you are using) - > Configure
then you will find a check box with "Unite Gallery - Provides unitegallery shortcode filter." and check that, and don't forget to Uncheck "Limit allowed HTML tags" if it is checked. Save configuration.
When you add unite gallery short code to the body of your content don't forget to select a text format that we configured earlier.
Then It works perfect.