Clicking your username (located on the right upper corner of the main page, or any page) will open the View Profile page with some options and your recent activity. On the left side is a list pane, and at the bottom of the list you should find the Albums section. By clicking the More button you will open another page and there you will have the Create New Album button. Hit the button then type the Album's name and some description, then hit the Save Changes button. There will be an error message stating This album does not have any photos, but that's normal because there wasn't any extra buttons when you created the album. In the new page you will see on the right side an Upload Photos button which will allow you to upload images to your album. The rest is self explanatory.