How do I create and actual photo album to print?

A number of ways.

You can install a plugin that will allow you to create a photo book, and get that printed by the photo book provider. (Obviously at a cost). I've used Motif in the past.

Or if you want to print your own, you can drag the images into a blank pages, or keynote document (key note will probably be easier to arrange your images as you want them) and print from there.

By way of an example - here is a collage I made in pages in about two minutes.

Keynote has also nice page layouts for one or more photos per page, with easy to read captions and comments. apple Photos does no longer support any native print products. The print product stores have been closed, when macOS 10.14 Mojave came out.