Do one of the following:
Drag the selected photos to an album in the sidebar, or Control-click a selected photo and choose Add To > [album name].
Control-click one of the selected photos and choose Add To > [album name].
Drag the thumbnail in the selection indicator at the top of the window to an album in the sidebar.
Control-click the album, choose Delete Album, then click Delete.
The album is removed from the library and from iCloud, but the items in the album remain in your photo library. If you accidentally remove an album, choose Edit > Undo Delete Album to restore it.