Johan, allow me ...
Eric, look below;
What you see is (a part of) the list I have for physical music files on a drive. I: in my case. The albums in that list are selected by normal Windows means of selecting (click, ctrl-click, cltrl-shift-click etc.). Now do rightclick on one of the albums, and choose Add to Gallery.
At clicking Select, you will be asked for a "Gallery folder" to put the selected albums in. This is just a normal folder, and you can create it from there. It is the advice to have the Galleries at the OS disk (say, drive C:). You can create a root like "Music", and under that everything you want. Could be Classical and Jazz etc. etc. Anyway, whatever you put in there, and no matter from what drive it came, it will be accessible via that Gallery root. For that, set the Music Root in the Settings Area to the Gallery root folder. From there you can choose for your Classical or Jazz etc. no matter where it really resides, and you can also ask for everything from the Gallery root itself (via the Library Area). In the latter case you will have all albums at hand in one list. In the second picture I chose my Gallery root folder (see at the bottom, I have it named "Galleries"), and because of that the albums are shown with the preceeding Gallery folder name "\Classical\". Because this is there, it allows you to select all classical by just typing that, so you'd end up with only classical again, as if you had chosen that Gallery folder.
Just practice a bit; it won't harm. Many more things can be done, but this gives you a start I hope.
(and don't start moving Gallery folders, because the support for that is not in XX yet
).
Peter