This page opened in a new window so you can continue each step with out loosing your place.
First go to your profile and choose photos from the bottom of your cover photo.
Click on Main to the right. Then click Add.
Once in "Add Album" fill in your album title, location, description and in Allow viewing album to, choose friends. Then click submit.
After you have made your album scroll down till you see photos then from the drop down choose friends. Then save.
Done, Upload ALL private photos to this album and only your friends will see them.