hello, is it possible to paste subsides into folders.
like
mydomain.com/index.html
mydomain.com/page01/index.html
mydomain.com/page02/index.html
mydomain.com/page03/index.html

etc.

thanks

You cannot have more than one index page in an SD project.
It is possible to make folders in SD, that can be used for 'sub-projects', but all the HTML pages end up in the same root folder. If you change their location after export, you need to do that after every time you save, and that might quickly feel like a nuisance.
A way of resolving this might be what I said above, creating 'sub-projects'; a new project for every new section, and upload them to subfolders on your server. If you want to do that, I'd suggest that you wait with creating a menu until you see what you have.
But frankly, it would be a lot to keep track of, so my main advice would be to create just one project, and then do the separation in 'sections' by making a good menu, maybe a mega menu.