The speed of the images' loading is independent of the use of external container storage. Image speed is controlled through the use of thumbnails in FileMaker 12. Go to File > Manage > Containers, and click on the Thumbnails tab:
By default, these are the settings. The delay you're seeing is FileMaker loading the full image and creating the thumbnail. This will happen the first time the image is loaded; after that, it will be faster. To speed it up, you can choose "Permanent storage", which will retain the thumbnail of the image even after the database is closed.
Your other questions - on use of external storage - will depend on whether you choose to use secured or open storage. If you use secured storage, then no, you won't need to create any folders to store the images. FileMaker will do that on its own, automatically. All you have to do is tell FileMaker that you're choosing to use external storage for that particular container field in Manage Database (it's done on a by-field basis) and choose "Secure storage".
If you use open storage, then you'll have the option to specify the path for the images. This again is on a per-field basis, although FileMaker does use a default:
In either case, it's very important never to alter, in any way, the directories or files stored outside FileMaker except through the FileMaker interface. If you do, FileMaker will assume the asset has been tampered with and will be unable to edit or retrieve it.
Thank you for the clarigication and the detailed answers. I really appericate it.