Photos in any album may be downloaded either by using the Download option available when viewing an individual photo, or by going through and marking some photos as "Favorites", and then downloading those. There is also an option to "Download All Available" photos. That will bulk-download the entire album to your computer as a .ZIP file.
For best results when using your phone to view a photo from these albums, choose the "Download" option as opposed to taking a screenshot of the photo.
Anyone who knows the password to the albums will be able to view and download photos.