How to give each photo in a post gallery its own page

I’m wondering how I can make it so that posts that feature image galleries would each image on a separate page instead of thumbnails.

I want give each photo in a post gallery a dedicated page that features caption under it and a link to the next image. The first picture would also have the post’s main text above it.

Here’s an example of what I’m trying to do: https://www.m-magazine.com/posts/the-silliest-instagrams-of-the-week-17129/photos/olivia-holt-9363

I just don’t know how to go about doing it.

Thanks in advance for anyone that can help!