Yes, you have to create albums manually. That way, they'll only have your best finished work in them, rather than every image you ever uploaded. I don't know if the new software works the same as the old, but before the maximum size for an album image was somewhat smaller than the max for a regular attachment.
There also used to be a way to set up a link that would show every thread you started in the Finished Maps section, but that syntax apparently broke in the upgrade. I don't know if it's been fixed yet or not.