The Directory Map shows how the website is structured based on the directory that a URL 'lives in' based on its URL path. For example, the URL https://example.com/blog/post-1 is in the directory: https://example.com/blog/
The Directory Map is a representation of how content has been clustered by design, and will often show topical clusters with more clarity than the Crawl Map. However, it can include nodes that do not resolve (or 'exist' as real URLs) but are necessary for the directory grouping.
They will often reveal some odd looking patterns, like this example where almost all of the content sits under a single directory: