You may have very old firmware that does not support Folders. But scroll down through your Music list, past the first screen, to see Folders as the last item. That allows you to navigate by folders as you do on the computer.
If it’s not there, go to the firmware update post.
http://forums.sandisk.com/t5/Fuze/Sansa-Fuze-Firmware-Update-01-02-31-amp-02-03-33/td-p/139175
Look in Settings/System Settings/Info to see whether your Version number starts with 1.x or 2.x. Download the All Regions link for version 1 or 2 (which is your hardware version–not an update from 1 to 2). Unzip the zipfile and drag FuzeA.bin onto your Fuze driveletter. Unplug and it will update.
Tags, unfortunately, are not standard, and the underpaid people working at labels do them all sorts of ways. Check the answer to your other post.