By default the folder name does not display in the message box.
However you can edit the folder to make this work.
- Navigate to one level above the folder.
- Tap the Edit button to enter the edit mode.
- Tap the folder to select it.
- Now tap the Change button on the top right corner. This opens the Edit window for the folder.
- Now turn ON the 'Show in Message box' option (to the right of Captions field).
- Tap Done to save the changes. Now when you tap the folder, the folder name is displayed in the message box.