Hi,
Is there any option to set which user can see album/albums? I searched in album option, users, enabled plugin for grups but I didn't find any section for it.

I want to set album visible for some users, but only for part of them.

see: http://www.zenphoto.org/news/an-overview-of-zenphoto-users specifically about managed album rights

Thanks. Alone I would never have come to that probably

One more thing - the right can't be set to subalbums?

Yes, that is a performance concern.