This way you can select multiple files at once and upload them altogether.
There is a limit though here and the maximum number of files you can select is 200 files.
So make sure to select maximum 200 files.
But there is no problem to upload several times and this way add several thousand of pictures inside a web album.
Remember that the maximum number of pictures per web album is:
so do not go over this number for a single web album otherwise the frame will sync only 3,000 pictures.
But you can create as many web albums as you want.