Perhaps I should wait until I see your screenshot before commenting further. You can only post a screenshot on the forum, not by email. You do so by clicking on the icon in the editor ribbon. See the following screenshot:

However, I think you need to understand the difference between the Organizer, which is a relational database, and a file browser such as Windows File Explorer. It seems to me that you only want to use a file browser. The Organizer can be used in this fashion via the Folders view. The problem you are facing, I think, is that you are in the default flat view, which as your original post suggests only provides an alpha-numeric list of folders that contain images within your catalog. If you click on the "hamburger" button at the top of the My Folders panel, you can change it to View as Tree:

This will replicate your Windows File organization showing folders and sub-folders containing images within your catalog.
While Albums may not serve your purpose, keyword tags would, and they are a much more powerful tool for finding images. As I suggested earlier, you could have Africa as a category and Victoria Falls and Western Serengeti as keyword tags. You would tag all of the Africa images in your catalog with an Africa (category) keyword tag. Each individual place would be tagged with its own location name. If you then checked Africa in the keyword hierarchy, all photos of Africa will be in view in the media grid. If you only want to see the ones from Victoria Falls, you would then check the box for that location, and the Africa photos will be filtered down.
I hope this helps, but let us know if you have any further questions.