Since Samsung changed the Gallery App hiding Albums has become more difficult to do and is useless because all the photos I move to Albums continues to show in the Recent. This a problem. I can no longer keep confidential photos confidential. I know about secure folder but you can't separate photos into separate albums within the folder.
Yes, you can use My Files to create a folder (album) and move them there. Of course they will still show up in Gallery so to keep them from soneone who is browsing through your phone (??) you can remove the Gallery icon from the home screen.
Saying that, the only way I know of, and admittedly I never researched it as I don't have this need, is to put your photos in the Secure Folder which is password protected.
A quick search of the Play Store for "password protect folder" returns lots of options for locking both apps and folders.
Galaxy Fold 5 512g(VZW), Galaxy Book (original, VZW), Tab S8 Ultra, Tab S4, Galaxy Watch6Classic 47mm(VZW), Galaxy Watch5Pro(VZW), M8 Smart Monitor