As far as I know, if you're wanting to do specific folders that they do not control, i.e. are not in a OneDrive, Dropbox, etc folder, you're going to have to know a lot for than "In the cloud". You'll have to have your own cloud to set it up. At your level of technical expertise, I'd suggest just sucking it up and putting your documents in their folder structure, or syncing your required folder into their structure using something like Syncovery.