I think its better to include it, just try to think how google spider works the keyword would also count it.
You are thinking right way. Directory is more like for category. File name for a specific topic. Relevant names help greatly.
Google likes well defined directory structure, So I think google considers directory names and I have no idea about file names, It may be counted positive marking from google, as well as it helps the over structure also.
File names and directory names should be based on your targeted keywords. Then they automatically will be in the list of your targeted keywords.
yes you can sure include your primary keyword in file name and folder. it will be very helpful to get good ranking.