Let's say your two albums have already been created, and have been uploaded. Their addresses are https://mydomain.com/dogs/ and https://mydomain.com/cats/.

Now, in the project where you want to have links to them, right-click in the clear, between the thumbnails for the other things in the album, and choose New page... Web location.

In the window that pops up, enter https://mydomain.com/dogs/ in the Target URL box, and click Update. It will extract an image to represent the album from the dogs page. Click OK, then make the album. Repeat for the cats album.

If you want to use a different image for the dogs album, you can go to the thumbnail in Explore and choose More... Edit, then point it to a different image. It can be an image in the dogs album, or any other image.

How the web location appears in the album is skin-dependent. Can't help you, there.