If you're refering to sharing your dwnld folder, then you'll find it under LW's menu Tools-Options & Saving & this will tell you the folder's name, location & path. Do a search for this folder. Once found, make a shortcut to it & put it somewhere easy to find such as on your desktop or in Explorer.
From here there's a few techniques.

(1) Once you've found it, you can drag & drop the files as you like into new folders (create new folders within a folder for each band/technique you wish to organise them. Have all these folders within a folder that is being shared. This is the manual way of doing it.

(2) Open your audio player & add these tunes to it. Many mp3 players will organise tunes into their own folders according to band & album. iTunes is such an example. If you're using the windows version of iTunes (& others) it will organise the tunes nicely so long as the mp3 id Tag info is correct.

(3) I'm not sure about windows version, but I think iTunes in future versions of LW will import mp3's dwnlded into its own library. You can then share the iTunes library.

Not being a windows person someone with more experience may come up with more (& possible better) suggestions.