With the warning that it has been a couple of years since I did this on Windows (currently using a MacBook Air), I had my iPhone 4 set up so that the organization on the phone matched the organization on the Windows computer. I did that by connecting the phone to the Windows computer, transferring the pictures there and deleting them from the phone once I was sure that the transfer was OK. Note that I did this transfer from the Camera Roll and that they were not organized on the phone (not sure it was even possible to organize them directly on the phone with the version of iOS available then).
Once they were on the PC I created a folder with a name like "iPhone pictures" and then created subfolders as desired inside that folder and moved the pictures to the appropriate subfolders. I then went to iTunes (with the phone connected) and on the Photos section (in the bar across the top) selected "Synch photos from" and selected the main folder. After the synch the pictures were on the phone in the same organization as on the computer.
Note that this was several years ago, there may be an easier way, and both the phone and iTunes may have had changes since then. Hopefully someone else with more current knowledge will verify or correct this post.