It seems to be an overkill to have one directory per order. To make yor system flexible, I would store directory in the order table. This way you can store files any way you want and change easily at any time.

>I have an app that stores documents related to an order as pdf in a windows directory. There are going to be approximately 80 orders and 100 documents created a day. Now my dilema is if I should store all the documents in one windows folder and name the files correctly so they're easily retrievable by my application or if I should create a folder for each order and store the documents inside.