To have the menu appear without actually having the folders present within jAlbum requires a modification to the skin. One way of doing it is to edit the skin's 'page-header.inc' file.
You will need to duplicate the skin and edit the copy, note if you want to keep the skin update then you will need to repeat this with each new skin version.
Open jAlbum and select the 'Base' skin.
From the menu select 'Tools', then 'Skin Developer' and then 'Create new skin'.
Enter a name, like 'MyBase' and check that 'Base' is shown as the skin on which to base your new skin.
Click 'OK'.
In the next dialog box click 'Yes' to edit the skin.
Click on the 'page-header.inc' tab to select that file.
Scroll down to line 48, which reads '${topNavigation}'.
Append the following HTML code to that line
<ul><li><a href="Community/index.html">Community</a><ul><li><a href="Community/Chatroom/index.html">Chatroom</a></li><li><a href="Community/Forum/index.html">Forum</a></li><li><a href="Community/Guestbook/index.html">Guestbook</a></li></ul></li></ul>
Save the change and close the page edit window.
Make a test album and check the top menu shows the links, which won't work of course unless you have those folders and index pages in the output folder already.
Does that do what you want?