To transfer already created albums to myCloud, open "Account" and then the "Automatic Backup" section.
Here activate the item "Import local albums to myCloud". Afterwards, all albums created by you and by apps (e.g. Whatsapp) will be imported to myCloud.
Important: The import of albums only works if automatic backup is activated. If the item "Import local albums to myCloud" is not displayed, please make sure that the automatic backup is activated.