I am also Windows Phone learner [Lumia 820] and have the same difficulties. I would like to store large number of file classified by different subjects like mobile phone, books , students , lectures, planning etc.I did a quick research on internet and now I am almost clear that sub saving and retirving files from folders is not directly supported on Win phn 8. So I used another work-around described below. I hope it may be useful to other readers of this forum also.
I have decided abbreviation for each topics [corresponding to each sub folder] liks Lct for lecture, Pln for planning etc. I am adding these abbreviations to the name of file at the end, just before extension. Thus, instead of giving file name 'Suggested Answers.docx' I am giving name 'Suggested Answer -Lct.docx'. With this, I can search with 'Lct' in Lunia Documents and I get all the files relating to Lectures in one list. For two ot three level deep sub folders, Ican add two ot three abbreviations at the end.
What if I forget abbreviation, when the list becomes too large ? I am adding one record in contact for each abbreviation and its full form with zza prefis [only z prefix will also do in simple cases, but my scheme is more comples, I use zmb, zhw zza etc for different items] so that it comes at bottom, not in the middle of the list of contacts, while trying to dial a phone via contact