Albums and events are two different things. Your photos are in events, generally organized by date. You can create albums and drag photos into them, but you are not dragging the actual photo into the album -- just an alias to the photo that is in the event. So, no, you can't have a photo in an album and not in an event - but you can have vice versa. Having said that, you can merge events, or drag photos from one event to another, if you feel they are better organized that way. Easy enough to do.
One thing, since you indicate you are new -- stay out of the library in the finder. Do all your organizing from within the app itself. If you go into finder and move, rename, delete, crop, rotate or do any other thing to the photos there, you will render iPhoto unable to find the photos and it will be useless to you. Just use the app for all your photo needs.