I had a hell of a time too (definitely has a learning curve and lack of thorough instructions).
Basically, first create an Album. Then, create your galleries, go back to the Album tab, select your album, then drag the listed galleries from the right over to the left under the Album ID. Then, create your gallery page and in there, put [gallery=ID#,extend] (ie: [album=1,extend] or compact, depending how you want) and it will automatically list all the galleries you have associated with that particular album.
Don’t forget to expand the Gallery Settings from Manage Galleries > edit to select the preview image and other gallery information.
Hope that helps.