Folder based sites have virtual folders, the only reason ever to create an actual folder is to make it work with an url like siteroot/folder/ instead of siteroot/folder/Default.aspx, you could create the physical folder and put an empty Default.aspx file there to make it work with that url but other than that no files should be created in site folders.
Feature supporting pages should just go in the root or a feature specific folder. When you build links to your supporting pages use the SiteRootProprty of SiteModule to build your url like SiteRoot + "/foo.aspx"
then the virtual folder will be included in the url automatically in folder sites and it will work just like any other pages. You'll notice built in pages like /Admin/SiteSettings.aspx work in folder sites with /folder/Admin/SiteSettings.aspx we don't copy the pages into folders, it is not needed.
Hope that helps,