how do I get my airdrop photos to go to pictures instead of downloads

If I airdrop photos from my Apple phone to my iMac they go into downloads instead of pictures

Yes, by design, things you AirDrop to your Mac will go to the Downloads folder.

Use AirDrop on your Mac - Apple Support

I suppose what mean is to import into your Photos, right? I think so since you mention Albums.

If the photos come from an iPhone you could import them directly instead of using AirDrop.

You can also import from the Downloads folder to Photos.

You can also make a little Automator service to import selected files into Photos