When I view the drive under location, these subdirectories don't show up.
Not sure what you mean. They show up for me with V80331.
But it is a pain to search through all of the albums listing to find the one I'm looking for
You are gonna hurt your eyes doing it like that.
Under "Media Library" in the "search" field type al=[album name] and voila....
Or under Media Library, click on "Album". Now start typing the name of the album you want. The list is "type navigable" and will take you where you want to be in 3 or 4 strokes.
Those and many other ways to get and play the files you want.
MJ does lots of things well. But finding stuff is one of its peak specialities
Is there any way to create directories in MJ?
Yes. Again, in a number of ways. From the "File Properties" dialogue under tools "Rename files from properties" - this will move files into folders that are created as necessary according to a scheme of your choosing like "Genre/Artist/Album" or "Year/Album" etc.
Folders can also be created through the right-click "Move/Copy" option. When asked to where the files are to be moved, browse as far as you can then type in the rest of the path that you wish created and MJ will create.
Let there be light.