If you mean already existing cue albums, you can move the audio file(s) and the cue file(s) outside MC and fix the path(s) either
- directly in the Filename (path) library field: select the album files and edit the path (this works for a single cue album)
or
- by using the "Rename, Move, & Copy Files" tool. Select the files, open the the tool, set it to use the Update database to point to new location (no file rename, move, or copy) mode and tick only the Find & Replace option (E.g. Find What: C:\oldfolder\audio\ -- Replace With: D:\newfolder\music\ ).
Disable Auto-Import before proceeding: Options > Library & Folders > Auto-Import > Run auto-import in background (untick this)