This gallery component supports just a flat list of folders. If you need a navigation tree you’re out of luck. But you can achieve a tree structure using tags and Joomla menu items. Create a menu structure which represents the structure you would like to have. Each menu item might link to the view of the event gallery you need. This is simple if you link directly to an event. If you want to have a different list you can use tags to separate the lists.
Example for such a structure:
You can arrange the events within the following menu structure:
Menu Item 3 → Event List with tag "people"