Hello welcome on board.
The IDE has some limitations to keep simple files control, you can't have project files located in a directory above the project directory, but you can have all subdirectories you like.
Pelle said that maybe someday it will extend, but for now...
Anyway to use subdirectories simply open the project directory and create the subdirectories you want.
Now you can add to the project the files in subdirectories, create and edit them.