This method will let you add one or more files from a single directory to your project. There is a faster method if you wish to add all files from a directory to a project.
You should now see the folder(s) you selected as logical subfolders in the Projects Window. Inside the folder are all the files it contained.
If the original folder on the hard drive contained subfolders, those will be added as logical subfolders as well. If they don't contain any files you need for the project, it is safe to remove them from the project.