Did a little experimentation and tried adding a folder (named 'test') with a file to the sketch. Uploaded to the Yun (being careful to upload over the network connection and not the serial connection) and unfortunately didn't see the folder copied anywhere on the SD card. Also tried putting a file ('test.py') in the sketch directory but likewise didn't see it copied.
Adding a 'www' directory to the sketch did copy it over to the /mnt/sda1/arduino/www// directory. That works for my needs, but I'm still curious if anyone who has knowledge of how the IDE treats the Yun could comment definitively on any other special directories.