Two Ways:
1. Go to Edit->Edit Preferences->Sorting/Grouping...grouping and the option according to how your files are organized (files for each album are organized in their own folder) or tagged.
or
2. Go to Edit->Edit Preferences->Sorting/Grouping...grouping and see how it's already set, then make sure your files are organized or tagged according to those settings. In other words, if you have "Album" and "Album Artist" selected, then the Album name and Album Artist must be the same in all the files for them to be grouped together. Use "Various Artists" or similar for Various Artist albums.