You don't.
Photos, (like iPhoto, Aperture, Music, iTunes) is a database. This means it can be very flexible and powerful, if sometimes a little confusing. The library is the core of the app. Every image is in the library. Albums are virtual, and are just subsets of the library. In fact, Albums are not places, they are lists - instructions to the app to 'display this group of images together'. So images do not get "moved" to Albums, they get added to that particular list. This means that an image can be in more than one album but use no extra disk space. Similarly in the Music app, all the tracks are in the Library and can be added to any number of playlists.
This is how the app works and it cannot be changed.
On a Mac:
If you're trying to organise your Library and want to find images not in albums, then a simple Smart Album
File -> New Smart Album
Album -> Is Not -> Any
will find these images. As you add them to albums they will disappear from the Smart Album.
On iPad or iPhone, which do not currently support Smart Albums, since iOS 18.3 identify images not in any album using a filter:
On the main screen tap on the up/arrow and select filter: Not in An Album. Further, you can check the bottom of the Info panel of a photograph for any albums that the image is currently added to.