You can embed the photo album in a page as follows:
- As mentiontioned by @amari, load your photoshop album to the server using FTP
- Create a new Page or Post in WordPress
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In the editor using text input enter the iframe tag and point it to your uploaded photoshop album as follows:
<iframe src="https://link-to-your-gallery" width="100%"></iframe>
You can find more information on the iframe attributes here iframe – w3schools to better style the embedded gallery.
I am never a fan of using iframe but it is a quick and easy way to do the job in this case.
You can use the embed tag as an alternative to iframe in much the same way:
<embed src="https://link-to-your-gallery" width="800px" height="600px">
The advantage of this is that the embed tag creates a container and this container can be styled using css to create the look that you want to achieve.