You can add photos to existing Facebook albums. Just head down to the Facebook album drop-down and select one of your albums. The images will be published to that album upon publishing.
Unfortunately, It is not possible to create a new photo album from Agorapulse - you first need to create it on Facebook directly.
Note: You can also do this when publishing on two different Facebook accounts at the same time. Click on the little pencil button on the preview you want to edit to set an album for that specific profile only.