Photo that comes with Windows 10

Under prior version of Windows Photos were stored in folders.  I have 4500 + pictures on my PC.  When I open the Photo application I have to go through all my pictures to get to the one I want.   Can anyone explain how to change the Photo application settings to store my pictures in folders?

By the way if I am in FB and say I want to add a photo then all pics come up in the dated folders.  I just don't get it.