What is the proper file structure for a tv show so that it shows up properly in MC?
There are no strict naming conventions that needs followed.
Whatever works for you, within reason, should work in MC.
I have my videos named correctly and consistently so i can use MCs import setting to parse the tag info out of the file name.
Another option that can be used on videos that are already imported is 'fill properties from file name'.
Or you can select videos in MC and edit the tags manually.
I think wmv tags are stored in the actual video similar to mp3s but other video tags can be stored in the database only or in xml sidecar files. whatever you want.
TV
-Alias
--Season 4
---Disc 1, Disc 2, etc
Is this correct?
There is nothing wrong with how you have your videos named.
I would personally name it like this:
TV Show
-Alias
--04
---01-04, 05-08, etc
I just started using episode numbers instead of disc numbers and find it a lot nicer.