"Moving mountains" is a common English expression, and it means the (figurative) action of moving a mountain.
The origin, I believe, is biblical, although there may well be similar proverbs found in other cultures too, and it is not considered to have any religious connotations when used in everyday speech.
It is used figuratively to refer to a seemingly impossible task, especially when it has been achieved. For example:
I moved mountains to be here
(perhaps after a difficult journey, or major readjustments to a personal schedule)
Of course, English is a wonderful language for making puns or deliberately causing duality of meaning. As this is the title of an album I cannot say for certain that the artists did not intend it to exclusively mean one or the other. Excuse the bawdy example, but this album by British punk band King Kurt used album cover art to illustrate one possible interpretation of the title, but it is clearly a double entendre and meant to sound rude.