Sharing one photo album over 3 devices...

simply share it on iCloud, without creating copies, syncing all my photos or anything else I don’t want to do. I want one album I can access from all devices easily.

You cannot do it with iCloud, if don't want to do any of this.

The simple way provided by Apple to do it with iCloud is to put all photos you want on all devices (and only those photo) into one small Photos library. You can have as many Photos Libraries as you want. Enable iCloud Photo Library for the library on your Mac you want to sync. Enable iCloud Photo Library on all devices, but enable "Optimize Storage". All photos will upload to iCloud, any can access them from your devices. Only thumbnails of the previews will be stored locally. It is really easy, all devices will be in sync.

Are these all devices that you own and use? If so you can activate the iCloud Drive and put the image files in a folder on the drive.

Each device will be able to access the files in the iCloud Drive to use by clicking on the iCloud Drive app.

Mobile devices will have to save the file to the device before in can use it.

if you puyt the pjotos into a fplder on iCloud Drive, the photos woll still ned storage on your drive, because iclloud drive is mirrored on your mac, if yoi enable it.

You wrote "how to simply share it on iCloud, without creating copies,"

I take it, you want the photos only to be in iCloud, without duplicates mirrored on your Mac?

Then you should use the web interface to iCloud drive and not enable it on your Mac.

OT's screenshots are showing how to use iCloud Drive as an external drive, that you are seeing in the sidebar in the Finder. You enable it in the "System Preferences > iCloud > iCloud Drive". That is very convenient, as explained by OT.

But the draw-back is, that all files you drag or copy to iCloud Drive will create shadow copies on your mac. They are kept as copies on your Mac, so you have access to them, when you are working offline, and so that Time Machine can back up your iCloud files. Otherwise you would not have any backups of your photos or documents.

If you want to use iCloud Drive without local copies on your Mac, you have to use the web interface for iCloud Drive on www.icloud.com and upload nd download using your web browser. It is clumsy, and you have to make regular backups yourself, because it will not be included in your Time Machine backup.