We are not sarcastic, but it's a question that if you read a little bit you're going to notice the answer. I qoute a section on the 'must read' docs that's called:
Getting started. You must read it.
Sorry there is no album where you are allowed to upload files
It’s just because: ‘there is no album to upload to’
I’m going to quote some things that I say to you to read in order to solve your problem: --from docs--
Of course you're exited about Coppermine and want to start with it right now. However, there are some basic considerations you should make up your mind about first, as some settings can't be changed easily once your gallery has been populated with content.
I really recommend read all docs ‘twice’ as Gaugau said.
Then,
Coppermine stores files inside of albums, so you'll need at least one album for your pictures/files to be placed in. Albums can be stored in categories (but they don't HAVE to be in a category, they can just as well go into the coppermine "root").
When you click on "albums" in the admin menu, you will see the Album Manager.
And,
Choose a category from the dropdown list "Select category" and highlight the selection where you would like your album to reside in. (or choose "* No category *" if the album should go into the coppermine "root"). If you haven't created a category yet, go to the categories control panel first. Or, you can proceed with these steps to first create an album and move the album into a category later. You can also perform this moving task by using the album properties page.
To create an album, click on the "New" button - a new album will appear on the list, by default this album is labelled "New album"
Click on the text input field at the bottom of the screen, highlight the default name "New album"
Then type in the album name you want to use
(repeat steps 2 through 4 to add additional albums)
Click "Apply modifications" to submit your changes to the database. failure to do so will result in the loss of all the changes you just made. You can always return to this panel to edit and change album names, sort them within their parent category, and/or move them to different parent categories.
After clicking to Apply Modification, confirm your intent in the alert box with &the quot;OK" (Are you sure you want to make these modifications ? button.)
We are here to help you, we are not sarcastics. But most of the issues on the forum could be solved just RTFM ....
Reading
The Fasinating Manual