First open an album in the Organizer and then click Customize Album.
Under Customize View, you can enable the feature Right-click Save Protection. This will disable the right-click menu and add a transparent layer on top of your images to prevent your photos from being copied. This only applies to the large images (not thumbnails).
In the Privacy and Settings area you can also find this setting. Click the toggle to enable it.
When users right-click on your photo, the drop-down menu with an option to save the image will be disabled. This option is available for Pro accounts or higher.
See how you can add right-click save protection as a default setting in the article How to Set Default Album Customization Options.