Do you have an SD card installed? If so, it should automatically open in the SD card file system. You can use your computer to make folds and files on the SD card then access them from Astro.
IF you didn't realize you needed to buy an SD card, like me, and are trying to get to the internal memory in Astro, hit the UP button on menu bar up top until you are at the root. Look for a folder called EMMC... that is the phones internal memory. Same thing, you can hook it up to your computer and move files to it then access them via astro. This is how I installed the gallery that came in the 2.1 update on the moto droid.
Hope that all makes sense.