This chapter in the manual on how to initialize the Rockbox database correctly might help you to sort this out:
4 Browsing and playing
The basic procedure to build the tag database and access files by their tags instead of file names is this:
1. General Settings-->File View -->Tag Cache-->Initialize Now
2. General Settings-->File View -->Show Files-->ID3 Database
Then you can access all files by clicking on database in the rockbox main menu.