Go to your profile page and click the Photos link just below your username.
On the next page, click "New Album".
Give your album a title, adjust the privacy settings and save the changes.
When you click on your album, you will see an upload photos button. Click that one to upload an image from your computer.
Once you have an album, you will see a "show albums" button over near the left above the post box when you make a post. Click there to see the photos you uploaded. You can drop the photos in the post box either by clicking on them or by dragging and dropping them, depending on which browser you use.