How do you move many albums in one go?
How do you move many (or all) albums in one go
to the new shared family library?
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You can only move photos and videos to the shared library, not the albums.
If you want to move the photos from all albums to the shared iCloud Photos Library, switch the view to "Personal Library", then select all photos and videos with ⌘A, ctrl click the selection and use the command "Move ... to the shared library" from the contextual menu.
The photos will still be shown in their respective albums, but the subscribers to the shared library will not see the albums, only the items inside the albums you have shared.