This does not actually change the folder structure, but it simulates that Qt keeps header and source files in different folders.
When I first downloaded it had this setting turned of so it looked like a mess, however I figured out a setting that is next to where it says "Projects" (under Build and Debug most likely) and whenever that is clicked I got saw a "simplified tree" settings was clicked and I just unchecked that.
In short: make sure the simplified tree option is not checked.