Save last session of folder tree

How do I do that? So that it will remember the deep directory in the folder tree instead of having to manually access it.

Is the aim to change the folder which new windows start in when you open them? If so, see Startup Folders for what to do.

If you want the tree to remember which branches are expanded, it can do that but only for the two level, or top two levels in some cases. It won't remember a deep folder expansion, except to go to the current folder. Basically, the tree can remember which main branches are expanded (and a few other things), but not full nested folder paths.