First create a new album with the "Add Album" link and then add your photos to it. When creating a new album you are asked for an album name (filename, no spaces or special characters) and also a Title (short like "Carl's B-Lion"). You can also fill in the longer Summary and Description fields at that time.
Once you click the "Create" button, you will be inside the new album, click "Add Items" in the left menu. Using that you have the option of uploading pictures using either "Single upload" or "multiple upload".
The single upload method actually lets you upload more than one image at a time but each one is selected from it's own input.
If you select the "multiple upload" method you are using a javascript based uploader where you can select a bunch of pictures from a folder on your computer and upload them all at once.
A couple of warnings about the multiple upload method. It's old and creaky like a lot of the current site so I would recommend using a desktop computer and Chrome or Firefox browser, making sure you aren't running any "ad-blocker" type plugins that could interfere with the page.
Also, while the photo album application does automatically resize your uploaded images to create thumbnails and page view sizes, today's cameras and scanners can create HUGE images that may time-out on upload depending on your Internet connection. If you know how, it helps to resize your images to a max of 1920 (HD) on a side before you upload.