From the screenshots, I can't really tell what you're doing.

But try a little test album. Start a new project and give it a name. Choose the Venus skin. Now create three folders, called Folder One, Folder Two, and Folder Three. Open each folder in the Explore view and add a few images to each one. Make the album and preview it.

Remember that Venus is an unusual skin. It produces a one-page album with sections of the page for each folder in the project. Most skins provide a thumbnail for each folder, which leads to the page for that folder. This skin doesn't do that.

ETA: Also note that all of the images in the project must be in folders. You can't have any images at the top level, iamges that are not in any folder. You can add one image that you want to use as the theme image for the top of the page - it will not be used for anything else in the album.