What do I have to upload?
If you're hosting your albums on your own web host (i.e., not on jalbum.net), you can use the jAlbum uploading routine, or you can use a standalone FTP client program like FileZilla. When using your own FTP program, you need to know what gets uploaded, what doesn't get uploaded, and where it should land.
In short, you need to upload only the files and folders in the project's output directory, not the entire album project. From within jAlbum, choose Tools, Open Directories, Output directory. You need to upload everything you see there.
In more detail:
Let's say you create an album project called animals, you add some images, and you make the album. The project directory (traditionally referred to as the image directory in jAlbum, for obscure historical reasons) will contain both the material used to create the album, and the completed album itself. The input project files are not part of the album, and do not need to be uploaded to your server.
In your FTP program, you'll see something like this in the project directory on the PC side.
Going down one level to the output directory (called album by default), we find the files and folders that actually constitute the completed album. These are the files that need to be uploaded to your server. The precise list of files will vary depending upon the skin you're using, whether you're linking to scaled images or originals, and so on:
On the server side, the files for your domain (let's say it's example.com) need to be placed in a specific place in order for the outside world to be able to see them. Typically, this will be a directory called something like public_html or htdocs. You need to create a subdirectory under this to hold your album. It can be the same name as the project, or something completely different, if you like. Once you've uploaded the album files to it, it will look like this: