As of CrossClave 14, you can now create sub-folders within a space. To do this enter the space you wish to add a sub-folder to and select the 'Files' header. Then select the folder button in the top right of the application window.
After selecting that, you will be prompted to name the sub-folder. Do so and select 'Create'
After you've created your team it will appear as a folder within the space.
You can add more folders as sub-sub-folders as needed.