Can stamps be inserted directly into the album without being packed in a protective bag?

Yes, you can. If you are in the south, I suggest you put the stamp album vertically, so that it can be ventilated and not easy to get moldy; Besides, stamps nowadays are commodities, so there is no need to reinvent the wheel. Generally speaking, stamps are not put in protective bags, so it is not good to put them directly. Sometimes if you are not careful, you will stain the stamps and affect the philatelic products. I suggest you buy some protective bags and put all your favorite stamps in them.