Alternatively I can first convert to csv - but I need all the tabs in excel. If that is what you recommend - then I may need to create a folder first before uploading the csvs.
You'll need to upload each table individually in Designer anyway, so how you organize the CSVs is up to you.
Or if you're asking about what Designer exports (assuming you're not planning to publish directly to a stardog instance), the CSVs will be organized in the downloaded .zip archive in their own folders, alongside any associated mappings that you create.