There is a method to retrieve the actual image files with their file names.
When you look in the left hand panel of the program the last folder is Local Photos. Open that folder, it could take several minutes to open, we're looking for all image files. Once that is open, it's pretty much like Windows Explorer. You can browse your system.
Click on an order number. On the right you'll see the files. You can select one file or many if the order has more. Once you highlight the ones you want, Left Click the mouse and while holding the button down, drag the pointer to the folder you want to place the files in. Let go of the button. You won't see any action but the file should now appear in that folder.
If you want specific folders, create them in Windows Explorer before opening the Local Photos folder. This is a simple process and after you've done it a couple of times you'll get the hang of it.
If you click on Help...PhotogizeLab Reference then go to page 17 of the PDF manual you'll information on this folder.