I'm not 100% sure what you're asking here, so apologies if this isn't what you're asking, but that window on top isn't a JRiver specific user interface, it's just the OS's filepicker (like explorer on Windows). If you press the button you're pointing at, the filepicker will make a new subdirectory in that directory, but that has nothing to do with physical discs and won't tell JRiver anything.
To be clear, the "file location" category you've chosen tells JRiver where to put new audio rips that you do with MC (i.e. that's the folder that MC will put new CD rips and podcasts in per the title). If you just want MC to index existing files, you can add different watched directories under Library & Folders-->"Configure auto-import" configuration. MC's user interface there is pretty straightforward and allows you to monitor multiple different directories at once.
If you need MC to import files from multiple discs on Linux, you should just mount the two discs and then point the MC auto importer to the mount paths. If you're trying to move existing files onto a second disc using MC, try using the "rename, move, copy" tool, but be sure to test it out using a just a few files first before you do very many. It's a very powerful tool, and you can make serious trouble for yourself if you're not careful.