To transfer already created albums to myCloud, open "Account" and then the "Automatic Backup" section.
Here, select "Back up device folders". You will then see an overview of all local albums that you can import. After you have made your selection, you can activate "Save device folders as albums" to import the albums to myCloud.
Important: The import of albums only works if automatic backup is activated. If the item "Back up device folders" is not displayed, make sure that the automatic backup for photos and videos is activated.