It seems to be just like RSD. Really no way in the software to move pages to other directories. Kinda sucks and limits your building to small sites. In RSD I've created another project (just save the project you're working on as another) for different directories. I had to have different directories as some pages were password protected. That kinda sucks too cause you have one project over multiple project files and if you make a change to one you have to manually make the change to all.
Maybe CC can allow directories in updates. But I've been waiting on and RSD update for a looooong time