"Energy = mass" is sadly misleading. Photons have energy, but an individual photon has no mass. This isn't a contradiction. A more complete statement is something closer to "energy = mass + momentum" (although even this isn't strictly correct, but I don't see a need to be more precise in this conceptual discussion).
Gravity is sourced really from energy, rather than from just mass. So photons are perfectly capable of responding to, and (by symmetry) creating, gravitational fields.
They are, however, tiny in comparison to larger sources. Because the "G/c^4" in Zacs-master's equation is so tiny, you need a *lot* of energy/mass in a given place to have any notable effects.
If you wanted any more details I'd have to do more digging.