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.
Amazon Fire HD 8 review: A brilliant combination of function and value – with one massive caveat