How do I create a folder structure inside a view
The feature "Group by field" provides a hierarchy, but you don't have the path components out of the box. 

Are you using a module that is controlling the paths that is also integrated with views, maybe File field paths? If you can get a field to display a path component you will be able to group by them, effectively getting a folder structure. 

Views tree also helps, if you have the path components. 

This comparison list might help: File Uploading and Managing. 

If no module provides this already you'll have to create your own Views Field formatter for the file URL link field and use with some hierarchy mentioned above, or create a completely new Views Format for the File Views type that displays results in a hierarchy.