How do I add directory structure to my website's filenames? Ex. website.com/womens-shoes/womens-high-heels/

I am trying to optimize my website for search engine crawling and would like to name my pages according to a structure. Example: websitename.com/womens-shoes/womens-high-heels/

When I go to name the page by utilizing the "save as" button, I can't seem to name the page with the / symbol in the filename. It only allows me to add the - between each word. Is there a way to do this?

To clarify, this is what I am referring to: https://support.bigcommerce.com/image... . but I am trying to do this for my sitebuilder website, not an ecommerce store.