Photos in Windows

Hello! I've recently switched over from a Mac to  Windows computer, and one thing that I'm having trouble transferring is my photos. I've gotten all my photos quite nicely sorted into albums on my Mac, which I've been able to export in folders onto a USB stick. However, when I import these sorted folders into the Windows photo application, the organized folders vanish, and the photos are instead just sorted by date. I see there is an album option in this Windows photo application, and was wondering if there's any way to import a folder to the photos application, and have it immediately be sorted into an album. In other words, if there is a way to import a photo album in the Windows photo application as a folder. Thanks!