How I can make a mockup like this ?

The template should be relatively easy and fast to build, if you’re familiar with:

Drawing and editing shape and paths.

Applying gradient fills.

Those were the only features used in the demo below. All of the objects and shadows are vector shape layers with gradient fills. Because every object is four-sided, I often started by drawing a rectangle shape and then using the Direct Selection tool to move the corner points to give the object some linear perspective. No brushes or pixel tools were used. The shadows were softened using the Feather option for mask properties in the Properties panel, so no filters were needed.

Now we do the replaceble Smart Object of the image, shown in the demo below. To make it replaceable, it must be a linked Smart Object. You can add an image as a linked Smart Object in two ways:

Choose the command File > Place Linked, then select and place the file.

or

Drag the image from its source, such as a desktop folder or photo organizer (I dragged it from Adobe Bridge), and drop it in the Photoshop document window while holding down the Option key on macOS or I think the Alt key in Windows (I haven’t tried it in Windows so I hope that works).

Next, before committing the linked Smart Object, choose the command Edit > Transform > Distort. This lets you conform the image to the canvas placeholder by dragging the corners of its transformation rectangle (bounding box).

Finally, to make another version with a different image, in the Properties panel click the filename and choose Relink to File, then choose the next image you want to mock up.

For a true gallery wrap that shows how it goes around the edge, you’ll need to create an additional, separate linked Smart Object that contains a strip of the edge of the image for the part that wraps around the side. When you Free Transform the second Smart Object instance for that, how you do it depends on how the gallery wrap is done. Some gallery wraps enlarge the image, others flip the image from that edge (this is what your sample artwork looks like). Finally, you won’t be showing the whole image so the entire image must be masked except the part that’s visible along the side strip. I use a vector mask for that too, so that the strip width is easy to adjust.

That would be my guess.  If it is all illustrated, then somebody did a particularly good job of it. I checked the perspective (with Lazy Nezumi) and that looks about right, and the shadows and gradients are spot on.  Plus, the running colour from what looks like very wet water colour.  If that is illustrated, then my hat is well and truly off to whoever did it!