FTP using filezilla is not the backend of Zenphoto actually. The "uploaded" folder does never contain albums, it is for things outside the gallery. Albums would be within "albums" only.
If creating albums via the Zenphoto backend does not work there must be an error. Ask your host where the cgi error log is.
Also note that SimpeScripts and other install helpers are neither recommended nor supported by us as they are known to cause all sorts of issues.