We don't have the concept of photo albums, but you can upload images to your league website to display by month on a dedicated Photos and Videos page.
Upload images in League Admin:
Site Builder > Images > Add New
You should aim to upload an image that is at least 520 x 390 pixels which is a 4:3 aspect ratio.
Images have to be uploaded one at a time.
Here is an example of a Photos and Videos page in a league website:
You can also tag images to show them on a specific league, division, team or player pages on the website as well as the Photos and Videos page.