I simply double-click on the the message to open it in a new window. In the window bar or header, the folder name will follow the subject name of the message with a hyphen. In the example below, the subject is "Attached Image;" the folder is "Scanner Email."
I will add that I recently lost a folder somewhere within all my other folders. I knew the name of the folder by doing the above after doing a search for something in that folder. But I had no idea where it went and didn't want to expand every folder to find it. So I put my cursor in the search bar, which opens up the Search tab, then clicked on Advanced> clicked on the drop down menu where "Item Contains" shows> clicked on "Folder"> since I knew the name of the folder, as I mentioned, I could select: "Folder" "Is" and when I click on the button "none", it opens a drop down menu where I can scroll down and select "Choose Folder." Once I started typing in the name of the folder, it brought it up with the full path. Hope this helps someone in the future.