Add folders to items

I'd like to be able to add folders to my items, or some sort of scheduling system.

For example. One of my tasks is to implement an upgrade payment system. One my child items is to review the users on our current system and audit them to make sure they are still employed and still need that level of access.

I've sent emails out to each respective department head to let me know what if any changes need to be done. I've attached those outbound emails to the project but theres no way to show what they relate to unless I drag them to my desktop, rename the file and then attach. Similarly theres no option to attach the replies and link them together without saving to desktop and renamining, and at that point it just looks like lots of emails getting pinned to the project.