Do you want the a
ctual folder structure replicated on disk so you can see it in a file manager or do you want a representation of it
Those images you posted look like the latter to me. In which case do as theducks suggested. use the Create Catalogue tool. If its not in the toolbar you can add it via Preferences->Toolbars.
See ==>>
Creating AZW3 • EPUB • MOBI Catalogs — calibre User Manual
BR