This is how the Windows Explorer handles the file system for photos. Your best way of handling photos in Windows is to import those photos to the computer using Windows Import utility. From there, you can also set the app to delete the photos from the iOS device, which will handle your problem. Attempting to delete these folders can result in problems with the iPad saving photos and also naming future photo files as you take additional pictures.
They will not appear in a single folder, as the folders are created based on information from the photo and the file naming/numbering system. Your best bet is the next time you take photos and want to import them to the computer, do it the way I indicated, including the deleting of the photos and then you should be fine. After the photos are deleted from the Camera Roll, you will no longer have access to that file system, and will not be able to see the DCIM folders until after the next time you take photos. Out of sight, out of mind.