Are you talking about shared files. ie: files already on your computer. You cannot downld files into specific topic folders.
Outside of LW create folders for a particular purpose & add the appropriate files to each. Then add those folders to your Library by going to LW's Library window, then to menu & File>Add Hare folder.
If you want to arrange your music, then get an audio app like iTunes which does all the arranging for you. It arranges them by Artist & then album as sub-folders within. Check it out it's free:
http://www.apple.com/itunes/download/
By the way the Tips & Tricks section is not for LW questions. The Open Discussion section is for general LW questions.