First: No, the Digitakt does not store or organize SysEx dumps the way it does samples. You cannot store patterns or projects in the +Drive along side the samples.
In fact, you can’t store patterns at all in the +Drive, only projects, and projects aren’t stored in a nice directory tree (like samples), but instead in a list of 128 project slots. This list is in a totally separate area of the +Drive from the samples.
Now, turns out that transferring dumps is even more awkward: You cannot transfer to or from that list of Projects in the +Drive. Instead, you can only transfer to/from the currently loaded in memory Project. When you use Transfer or SysEx librarian or whatever to send a dump file back to the Digitakt, it is simply overwriting what is currently loaded. If you don’t save it to the +Drive (Settings ︎ > Projects > Save Project As), then it will be lost as soon as you load another project.
_(And a warning: If you load project X from your +Drive, and then hours later decide to transfer a dump of project Y from your computer… The DT will think you have just changed the data for project X, and if you use the Save Proj command (Func + ︎) you’ll overwrite project X… probably not what you want.)
All that being said, may I humbly suggest you try using my free, on-line, no-installation software,
elk-herd? It will let you peer into your downloaded Project dumps, as well as organize your sample directory tree in ways that Transfer cannot. See thread here: Elk-herd 3.0 beta: Project Import at last! - and I highly suggest watching the two short videos at the top to see what it can do and how.