Hi Bizae21,
I understand that you wish to create Folders in Photos for Mac to better organize Albums, however you inadvertently created Shared Albums which cannot be sorted into Folders.
At this time, there is no way to convert Shared Albums to Albums. You can import the photos in the Shared Albums, however this will create duplicates in your Photos Library.
I understand this may be frustrating, and if it's a feature you would like implemented, you can request it here: Feedback - Photos.
Hope this is helpful!
Thank you for using Apple Support Communities.
Cheers.