will iCloud upload folders with photos in them?

I have thousands of photos on my Windows 10 PC that are all categorized in folders by name of event or place we went etc. It seems iCloud photo library will not upload the folders with photos in them. I can only upload the photos (JPGs). How do I keep all my photos organized in iCloud the way they are on my Windows 10 PC? I don't want one big album on my iPad with all of 2000+ photos without categorization. Is there a way I can keep photos in the original folders to view on my iphone and ipad? I can do this by syncing with iTunes.