You can use these string in URL, Save downloads to folder, and Save As download properties. For example you can set Save downloads to folder property to
C:\!in\[host]\[path] to sort download into directories.

[Host]

host name from URL (for example www.microsoft.com)

[Host`]

host name where all "." are replaced with "`" (for example www`microsoft`com)

[Host_]

host name where all "." are replaced with "_" (for example www_microsoft_com)

[Path]

Path from URL

[Path`]

Path where all "/" are replaced with "`"

[Path_]

Path where all "/" are replaced with "_"

[Protocol]

protocol name (ftp,http)

[Ext]

filename extension in URL

[WeekDayS]

Abbreviated weekday name

[FullWeekDayS]

Full weekday name

[MonthS]

Abbreviated month

[FullMonthS]

Full month name

[Day]

Day of month as decimal number (1 - 31)

[Hour]

Hour in 24-hour format (0 - 23)

[Hour12]

Hour in 12-hour format (1 - 12)

[DayOfYear]

Day of year as decimal number (1 - 366)

[Month]

Month as decimal number (1 - 12)

[Minute]

Minute as decimal number (0 - 59)

[AmPm]

Current locale's A.M./P.M. indicator for 12-hour clock

[Second]

Second as decimal number (00 - 59)

[Week]

Week of year as decimal number, with Sunday as first day of week (0 - 51)

[Weekday]

Weekday as decimal number (0 - 6; Sunday is 0)

[WeekOfYear]

Week of year as decimal number, with Monday as first day of week (0 - 51)

[Year]

Year without century, as decimal number (00 - 99)

[Year4]

Year with century, as decimal number

[TZ]

Time-zone name or abbreviation; no characters if time zone is unknown