If I understand your question correctly........
You need to specify the download structure you want in the beatport downloader.
Read this article for full details.
As the default beatport downloads your tracks in a flat structure. This is technically correct from a database design context. You then use the supplied tags to organise and search for what you want.
If you want to retain the more traditional old fashioned artist, album, track folder structure you need to select that from the downloader options. This option is actually not recomended so much any more because it builds information into the file structure which from a DB design view it is restrictive. Of course it doe have it's uses. So beatport offers you the choice.
Hope that helps.