in my project, the images folder is displayed according to the image name instead of
drawable
drawbale-hdpi
drawbale-mdpi
drawbale-xdpi
drawbale-xxdpi
I see the folders in most of the tutorial when they create a new project,
and I just follow to start my new project without any setting be changed.
Do I have to change some setting?

From your first screenshot, it seems you're in the Android view of your Project tab. Click the top left drop down (again from the first screenshot), and change it to Project. Then if you would navigate to your res/ folder you would see all of the DPIs first instead.
Additionally, you could also expand the icon1.png in that current Android view as it is a folder. Therein you would find all of your icons matching that name in every DPI you had them available.
Android View's res/ sorts by drawable name.

Project View's res/ sorts by DPI.

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