If you're looking for something like “www.mywebsite.org/subfolder” that's implying it is on a remote host. In order to do this Hype would need to upload to that web server as part of the preview process, which it does not do. Instead you will need to export this yourself and upload it.
Alternatively, if your localhost goes by a different domain name, you could probably add a meta refresh tag to the head HTML (you'll need to do some magic to make sure it doesn't refresh when you are on the URL you want though!) that could redirect it to a different URL. This may not work; Hype has some restrictions on the requests it allows since we don't want the preview server open to the internet.