I combine multi-disc sets into one folder. I name the tracks from the first disc as 1-01 ArtistName - TrackName, 01-02..., 1-03..., then the tracks from the second disc as 2-01..., 2-02..., 2-03..., and so on. Some folks leave out the hyphen - either way works. Using the disc and track numbers to lead off the filename allows the B2 to play the tracks in order. You could also leave out the disc number and just continue the extra tracks with the next numbers after the last number of the first disc, keeping everything in order.
Sometimes a multi-disc set has the movements from one classical work spread out over more than one disc, and other works as well. The Album named folder can be the name of the work and contain only those tracks. Just because the folder structure must be Artist\Album\tracks, doesn't mean that you can't be creative with the "album" folder names.