You can't do that. Photos, (like iPhoto,Aperture, Music, iTunes) is a database. This means it can be very flexible and powerful, if sometimes a little confusing. The library is the core of the app. Every image is in the library. Albums are virtual, and are just subsets of the library. In fact, Albums are not places, they are lists - instructions to the app to 'display this group of images together'. So images do not get "moved" to Albums, they get added to that particular list. This means that an image can be in more than one album but use no extra disk space. Similarly in the Music app, all the tracks are in the Library and can be added to any number of playlists.
If you're trying to organise your Library and want to find images not in albums, then a simple Smart Album
File -> New Smart Album
Album -> Is Not -> Any
will find these images. As you add them to albums they will disappear from the Smart Album.
If you really want to have a library that doesn't show the photos, then use a different app.