If you want to maintain the same folder structure in your new reference manager, you should export your citations from RefWorks one folder at a time.
It's recommended that you save each export file created below with the name of the folder, so each is easily identifiable when importing to your new reference manager.
References to Include:
All in List (If you have too many references, RefWorks will recommend you export them no more than 500 at a time)
Select an Export Format:
Bibliographic Software (EndNote, Reference Manager, ProCite)
Click Export References