You can create an album by visiting your public profile and hovering over 3-dot menu which is on the right hand side, under your profile cover photo. Simply click on the 'Albums' section from drop down menu and once inside the Albums section, you will see a "+Create a new album" button on the right top.
After clicking on the "Create a new album" button, you will be able to name your album and drag your photos to the upper box where it says "Drag your photos here" to add them to the album.