You should have a structure as shown in pic below. The empty files are valid mailboxes, regardless of any message boxes which may appear. Disregard the appearance of having been saved in the wrong place. At no point did I confuse myself by thinking 'folders'. They are files and directories.
Directories are openable, and contain files.
The files contain readable messages. I have a one track mind, and sometimes a rail is missing. You now have a new directory with one file in it. Other files can be in the same directory. The directory itself cannot be written to, nor can files be dragged to it.