@WhoKnewKnows is right, all the files in my project were created by Altium. I did not import them. PS: I am not sure if you can create the subfolders/subdirectories and sort the files by yourself, but the documents should be sorted when you use "Add existing into project ..." or at least I would expect that.
From Altium website (
https://www.altium.com/documentation...ctsprojects-ad ):
"Documents in the Projects panel are
automatically arranged in logical groups or 'folders', such as Source Documents (Schematic, PCB, etc.,), Settings documents (Harness, Outjob, etc.,)"