How to delete an album in Photos on MacBook?

Right click (control+click, two finger click) on the album either on the sidebar or in the album view, and then on Delete Album.

Or just click once on the album in the All Albums view and hit the Delete key.

Keep in mind that deleting an album doesn't erase the pictures listed in that album-- the pictures will remain in the Library and in other albums they may be in. And since it doesn't change there status of any pictures, there is no "undo" for deleting an album. If you think you might want to get those pictures back together again, you should identify them by adding a keyword to the pictures.

You'll get this warning:

unless the album is empty-- then there's no warning.