@pete > You have a couple of options for sorting; the collection will always show as one big "flat" gathering of files, that's the intention -- to group together all of your music regardless of the folders they exist in on your drive(s). You can either create playlists (as pseudo-folders) or use the various sorting options to view them in a different / grouped manner.
As for exporting, you can export the music to an external drive for use with the CDJs; doing so for use with your own computer (or another computer) will result in an organization of the files which is not a mirror of the source.