As far as I know, the folders you create there are not duplicated in Windows. This is because Studio One lists all the plugins it has found from all your specified plugin locations (such as C:/Program Files/VSTPlugins/ ) in the browser, then does all organizing internally. So the folders you make in the browser window for effects probably aren't actually created on your hard drive's file structure because studio One can't reorganize the locations of the actual plugins themselves.
As a side note, this question should be under "Studio One 3", not "Studio One 3 Feature Requests".