There's an (optional) harem which works in the way that you need to confess to each one you're interested in.
At first it can be either Albedo or Shalltear as first wife (Depends if Shalltear gets controlled by the WI or not), later on in the game, you can start building your harem by confessing to other women.
In Overlord H Plus, the process will be simplified, it'll automatically be a harem.