When I share from Photos to FaceBook the pictures go to an OS X File instead of a separate album

How do I post from Photos to FB and create an album without the pictures going straight to an OS X file that FB has?

Also, When I start the album from within FB, when choosing pictures from a Photos file it takes me straight to the system file default for Photos. It does not give me an option to use another library of Photos and it does not recognize Favorites-tagged photos. Any help would be appreciated.