I'd love to be able to 'embed' the albums jAlbum is making into a Joomla site....
The standard advice on that subject is, "Don't." Almost every skin operates on the assumption that it will have sole possession of the viewport. Because of that, things like iframe embedding are usually a bit of a mess.
The best approach is to provide a link to your jAlbum album from within Joomla, but then let that album stand on its own. Virtually all skins provide ways to include links back to your Joomla page, and many of them allow you to plant your own code within the album to do things like providing a menu.
A quick example.... This is a
Jupiter album, with links to four different
Neptune albums, each intended to demo some of what it can do. But see that menu bar at the top? That's not part of the skin, but I can plant all of the code to produce it
within the jAlbum project. The skin provides the hooks for stuff like that.
https://jefftucker.net/neptune/
In short, better to include the extra stuff within the jAlbum project, rather than trying to horseshoe the jAlbum gallery into another page.