how do i navigate a folder structure when saving documents

I am trying to figure out how i navigate my document folder structure when saving a document. As the Mac does not use the standard save functionality that is used in Windows. Where you can click through the folder levels and save a document in a specific folder - without having this folder added to the Favourites or pinned to a sidebar.

Currently i am saving the document in the Documents folder then moving it to the correct sub folder - which is very annoying and inefficient.

I do not want to have 1000s of folders pinned to the sidebar in the favourites area.

Does anyone know how to navigate through the folders when saving a document to the Documents area?

Not impressed with the Mac OS that this simple option appears to have been missed off and is something that has been available in Windows since version 1 in 1986.