This is not possible in Photos.
All photos have to be stored in the library. The albums cannot store any photos. They are just holding references to the photos in the library. If you remove a photo from the library, it will vanish from all albums. Folders and subfolders are not holding photos at all; they are just used to structure the list of albums.
To find out, which photos have not yet been added to any album, you could use a smart album (Full > New Smart Album) with the rule "Album is not any". This smart album will show all photos not in any album and update automatically, when you add photos to albums.