I'm not sure it allows transfer of folders - but that's based only on possible incompatibility between the Windows file system and the Android file system. Transferring files should work, as both support e.g. .jpg, but you may have to use the Nexus's native folder system. It's always worth looking round the Android marketplace (or whatever it's called) for third party file managers that might do what you want.
How to get Windows 10 now: how to download and install Windows 10 even if GWX.exe is missing