I already answered your question.
Seems like you didn't read both links that I posted till the end.
There are two methods, embedding an index on each PDF, which is convenient only when you have defined an organized way of doing things in a production environment. For example, adding a specific keyword in the document description of that PDF or tags, or even prefixing the filenames and saving them to specific folder consistently.
The other way is to catalog a big group of PDFs altogether in a folder to perform a Full Text Index Search, which is done using the Index tool (not the Advanced Search from a PDF document that is already opened in Acrobat).
But obviously, this is not how you have been working with Acrobat, otherwise you wouldn't be inquiring about how to search for folders, which has nothing to do with the Advanced Search option unless you defined a folder with an index, and place all the desired bulk of PDFs in that folder.
The main answer to your question is shown, right off the bat, at the begginning of the second link that I posted for you:
"If you work with large numbers of related PDFs, you can define them as a catalog in Acrobat Pro, which generates a PDF index for the PDFs.
Searching the PDF index—instead of the PDFs themselves—dramatically speeds up searches."
So what you must do first is to move or copy all the PDFs that you want to a folder that will be unique for the search. And in this folder is where the index will be created and saved to.
The Full Text Search wizard will offer you options to add or remove subfolders too.
Just sift through the readings a little more and you'll see the examples and explanations.
It is not that complicated using this method.
Seems like you didn't read both links that I posted till the end.
I did read both documents completely. But I somehow got the impression that the PDFs needed to already have embedded indexes before a catalog could include them (I thought the catalog was going to reference the indexes in the documents). The phrase "generates a PDF index for the PDFs" sounded like an index of the PDFs (high level), not an index of all the text in all the PDFs.
Anyway, I have now made a catalog (and it works), but it was laborious to make, as there are lots of subfolders, and they had to be excluded from the catalog one at a time - each time I clicked Add to add another to the "Exclude these subdirectories" list, the browse dialog started at my user folder on C:, which is nowhere near where this stuff is (three levels down on a network drive). And I'll need to remember to open the catalog and run Rebuild every time I export a new PDF.
The Full Text Search wizard will offer you options to add or remove subfolders too.
What is this "Full Text Search wizard"? Are you just talking about the dialog to create the catalog, or something else? So far, the only place I've found where subfolders are mentioned is the "New Index Definition" dialog's "Exclude these subdirectories" list. The term "Full Text Search" isn't on either of the help pages you linked.
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