Every photograph is in the Library. Just like iTunes & Music app: every song is in the Library.
No copy is made when you add a photo to an album. An album is simply a list of images you want displayed together. The same image can be in 100 albums and use no extra disk space at all. Again just like iTunes/ Music, a playlist simply hold references to the track in the Library. So you never "move" a photo to an album, you simply add a link to it.
If you want to find images that are not in an album then create a smart album:
File -> New Smart Album
with the condition:
Album -> Is not -> Any
This will find all the images in your Library, and as you add them to Albus they will disappear from the smart album.