Place all the photo folders that you want to sync into another master folder. Choose that folder to sync. Each subfolder will become an album in the Photos app. Create only one level of subfolders. sub-subfolders will not be recognized.
iOS and iPod: Syncing photos using iTunes
This is because you are not copying photos to the iPad, exactly. Instead you are setting up folder(s) to be synced with the iPad. That means that any changes you make to those folders and their contents will also be made on the iPad the next time you sync.
Also, photos added to to the iPad's Photos app this way can only be removed by changing the the sync settings in iTunes and syncing again. You can not delete photos in synced albums on the iPad. So if you don't care for using iTunes on the computer for this task, you'll want to consider alternatives, as Johanna suggested.
If you want more options to copy and control how your photos appear on the iPad a third party app. Many members recommend Photo Manager Pro. This keeps a separate database of photos from the Photos app and offers alternate ways to copy photos to/from the iPad. There are lots of other photo manager apps, so shop around a bit before settling on one that meets your needs best.