The DX90 scans the SD card automatically when you insert it. I can't speak for the 50 as I've never used it. Then I simply choose Directory/SD card from the menu and drill into the desired folder.
Regarding the folders: Correct, it'll only play tracks from a single folder. I.e. you have to drill down to a folder with tracks as far as I've seen.
Actually, it doesn't, it automatically scans the INTERNAL memory (always after you disconnect from a computer, sometimes on its own - usually when it detects changes to the database) - for the external mSD card, you get a request to scan/browse, hit scan to scan, browse to not scan :) … you can also force a rescan of everything (int/ext) from settings (don't remember if it's in the "advanced" settings).
And, yep, if you just want to use folders as playlists, just navigate to the folder you want (from the my music=>directory command), select any songs, the DX90 scans the folder and adds it to its database, and it plays:)