You can -- there are a couple different ways.
iCloud Photo Library is the easiest way, with your original full resolution photos stored in iCloud -- whatever albums you add, delete, or edit on your iPhone, PC, or Mac all syncs to iCloud, and then from there to whatever devices you've configured. Recently, Apple updated iCloud for Windows with support for iCloud Photo Library. Prior to the update, you could use Photo Sharing and Photo Stream on a PC, however, these features reduce the size and resolution of photos without the option keep the pictures in their original state. While the originals are stored in iCloud, you can configure devices you sync your library with to received reduced versions, if space is an issue.
The other way is with iTunes. You create a main folder for you pictures, and sub-folders within which will sync over as albums with iTunes. It reduces the size of the pictures, with no option to sync the originals to your device. The originals are always only on your PC.
This is all well documented and explained at Apple's site -- did you not look there first?