How to create new album in Windows Media Player?

Hello. I have been trying to create new albums using Windows Media Player. The reason is that I am salvaging old .mp4 files from my Mac and trying to organize them into albums in Media Player. I've been looking for about an hour and can't find any option to create a new album and drag the .mp4 files from my flashdrive into them. The closest thing is a playlist, and that is not what I am looking for. If you've got any insight, please respond. Thanks.