Restore folder structure

I checked this in the options panel, but Recuva keeps asking me for a location for recovery

You need to tell it the root folder to the restored files which will be grouped in the folders of origin (for those files that Recuva can discern the folder). DO NOT RESTORE TO THE ORIGINAL ROOT FOLDER, doing so will likely make some of the files won't be salvageable. Don't even save it to the same drive as the same consequences are in play.