I use File Manager from Rhythm SW ( ... https://play.google.com/store/apps/details?id=com.rhmsoft.fm&feature=search_result#?t =W251bGwsMSwxLDEsImNvbS5yaG1zb2Z0LmZtIl0
. ... ). Just tested and I copied a zip file in a folder which was contained in another folder, from a Windows XP Pro box to my phone - purely using the phone - whilst preserving the hierarchy. Just 'copied' the top level folder and 'pasted' to my SDCard.
NB: the XP box had already been set up to 'share' some file systems.