How do I put a file in a subdirectory?  For example if I have a site and I want a subdirectory for ASPX pages with the Directory called Joel.  So I want to add a file Index.aspx in subdirectory Joel.

The url for that new file would be http://www.mysite.com/joel

How can I add that from the Page management under Admin so it will be in the menu?

I am attempting the same thing.

I get what you mean, Sebastian, about the file structure and navigation structure not being equivalent, and being able to "redirect" to a static URL. But what about when the static URL is a folder and a page in the /portals/0/ folder? I can't get DNN to create a relative URL to the current DNN site, it's assuming external.

When I create a stub page, and in its Other Settings configuration set its Location to /myFolder/myPage.aspx, DNN automatically converts it to http://myFolder/myPage.aspx, like it's not expecting a reference relative to current site. Note that in my example, like the OP, myPage.aspx isn't a DNN page, it's independent.