The N9 doesn't have a in built File manager which kind of odd, when it comes to feature rich phones. But its not a problem as there free app from the ovi store which helps you manages your files and more.
The app is called Filebox, an interesting name.
Go to this link below from the ovi store from your Nokia N9 via ovi store application which comes pre-loaded on your phone and install the app.
http://store.ovi.com/content/204982
Once installed you can see on your home-screen. Click on it, you will see how it looks below.
Here are some settings from the filebox app.
About Filebox
Some more screen-shots
Not only you can manage files on your N9, but you can compress files on it too.
I compressed a mp3 file to zip format easily. I compressed a 10MB Mp3 file to 8MB.
You can now manage your files and folders more efficiently on the N9.