This may seem redundant but when you are uploading them they go to a library on wordpress for you to use when you want. Creating the gallery is selecting the photos and telling it you want those photos in a gallery themselves.

So click the "Create Gallery" button in the lower right hand corner to create the gallery.

Once you have the gallery, you can rearrange the photos to the order you would like. You can also choose the number of columns you want to have as well.