In Photos on MacBook, is there a way to see what album a picture is stored

There is no feature in Photos that does that -- at least not without some prep.

You can open each Album and tag the photos in there as a batch with a keyword that is the album's name. Your photos in the Photos library will then display the keyword tab in the upper right hand corner of the thumbnail. When you click on the tab it will show all albums that contain that particular photo.

-- Rich

If you can program Apple Script, you can run an Apple Script to search all albums for the photo in question. A sample Apple Script is here: How to find out the albums a photo is in: Jacques Rioux's Script, version 2019

You are welcome. 😊

— Rich