You can see which folder a sensor belongs to with this endpoint https://api.infogrid.io/v1/docs#get-/org/-organization_pk-/sensors/-deviceName-
Since the event has the profile_id provided, then the full list of sensors from that org can be retrieved through the API (https://api.infogrid.io/v1/docs#get-/org/-organization_pk-/sensors) which includes the profile information and folder, you can then cross reference with the events.