Is that the feature called Spring loaded folders where you drag a file onto a folder and it drills down to any sub folders within the folder until you arrive your target folder?
No, and I apologize for not explaining it better. When you have a file dialog box open (either save file or open file) and then drop a file icon (from an explorer window or the desktop) into that dialog box, on windows, that file is copied to the location that the dialog box is - regardless of the actual operation that the dialog box is meant to do (open or safe). In Mac's finder when you drop a file icon into such a dialog box, the dialog box is navigating to the location of the file and from there you can either save or open. It's a very handy thing to have if you orient yourself along files and directories.
I found a clip on YouTube that shows the exact feature:
https://youtu.be/bWwbgxTCwzQ?t=76
thanks
Urs