Edit: I see this post was out of date by the time I posted it...
Which gallery app is it? Or, if it's the manufacturer's built-in app, which phone?
When viewing the album is there a way of selecting the images? This might be an option in a menu (e.g. in F-Stop there's a "select all" in the 3-dot menu), or else pressing and holding a photo might start selecting (at which point you can select the rest). Having selected them you should have other options, e.g. "copy" (again, look in a 3-dot menu, since they change according to context).
How exactly you do this, and how easy they make it, will depend on the app. For example in F-Stop I can do it just as above: open an album, choose "select all" from the context menu (3 dots), then select "copy", and then either choose an existing folder or press "+" to create a new one. All pretty straightforward to anyone who is familiar with how Android apps work. On the other hand in Google Photos it requires some ingenuity to find the way: when viewing an album you can select "select" in the context menu and start selecting images (I can't see a "select all"). Having selected images you can then tap the share icon, and in "share to apps" locate a file browser (probably under "more", and from there you should be able to pick/create the folder you want to copy them to. Much more fuss, but then Google really want you to share by sending links to online albums (which tells them who you are connected to and gives information on what sort of connection you share...) and so design their app accordingly. And a different app may do it differently again.
Of course if these images are in a Google Photos album you can probably just go to Google photos from your PC's web browser and download the images from there.