How about reading “Getting Started” on our web site ;-) ? We also have some very short introductory videos. Check out https://www.axcrypt.net/ .
I think your main issue is that you’re trying to select folders, not files. AxCrypt encrypts files, not folders (although of course we do encrypt all files in a folder should you wish to).
In Windows and most operating systems, a folder is the container that contains files. Only folders have sub-folders (there’s not really anything called sub-files like you are mentioning, so I’m assuming you mean sub-folders).