I have a USB with MP3 files organized in folders. I used this stick in my old Mazda 2 (2009), and since that model had CD changer, it also had a "CD UP" and "CD DOWN" buttons, which allowed me to skip a folder with a single click, while playing from a USB stick.
But now, as far as I see, there is not an easy way to do it. On the steering wheel, there is only a button to skip songs, but not folders.
I know I am able to use the touch screen, but it's VERY clumsy and potentially dangerous since I have to take me eyes off the road and focus on the screen...
Am I missing something