iMovie and Final Cut Pro keep everything in a similar hierarchy automatically.
Your Project Folder that was defined at the beginning contains the Project Fle, which is really just the editing instructions you apply to a group of source files and then a sub-folder of source files. It's too bad that the project file formats are not interchangeable.
I had problems importing some files in FCP, but was able to do so easily in iMovie. Once they were on my mac, I just launched FCP, created a new project and quit. Then moved the iMovie imports into the FCP project folder. Away to the races from there on.