You can. There are two ways to do this.
From Send Anywhere app
1. Tap the top-right ( ⋮ ) ellipsis icon in the Photos tab of the Send menu.
2. Select Album from the bottom menu.
3. Select the album you want to view. The Photos tab displays only the photos stored in the selected album.
4. Select the photos you want to send, then tap Send.
From the native Photos app
1. Select an album.
2. Tap Select at the top right to switch to selection mode.
3. Select the photos you want to send.
4. Tap Share button at the left bottom, and then select Send Anywhere from the list of apps.
※ You can only send with a 6-digit key or Direct to Device. Please note that if you turn off the screen before the transfer is complete, the transfer will be canceled.