Sorry about missing this post, for some reason I just blanked over it until now
Your folder structure looks ok - if anything Mylar might have a problem with the publication date being included in the filename (in your example, the '(January, 2013)'.The rest of the filename ('All-New X-Men Vol.2013 #01') should be able to get scanned in as it has the series title, volume label (which really helps when importing things) and issue number.
Mylar doesn't do an 'auto-add' perse - once you hit the 'Save & Scan' button on the Import a Directory page, Mylar scans in all the directories in a recursive manner gathering all the names of the files therein. Obviously if you have 1000+ comics, it's going to take a few minutes for it to scan them in. You can browse away from the page and do other stuff if you want. When the scan is completed, there will be an option/button on that page in the right hand side labelled 'Import Results Management' (this option is also always available from the Manage tab/Advanced Options/Import Results Management). Once you're in the Import Results Management, you're able to see what Mylar was able to scan in/group titles together etc and from this screen you can initiate the mass-import or do individual importing. If mylar can auto-add it, it will do it from here. If it can't, you'll see an option appear beside the title under the Options section labelled 'Select'. Clicking on this screen, will bring up the search results that Mylar has narrowed it down to. Pick the series that the file(s) belong to, and Mylar will import the series and flip back to the Import Results Management page so you can continue doing things.
The importer still needs a lot of work to get done, it does a very basic compare and groups like titles together. It does work, but it pretty much requires that your files have to be in a certain type of format for it be read properly (basically a Series Volume Issue (Year) kinda thing).
Coming in the next little while, is the ability for it to read in the metadata if it exists within the files, as well as being able to use the parent folder for additional information if required (for people that have a folder structure like : '/Comics/Marvel/Batman/v2/001.cbr' or something where just scanning in the filename is a pretty useless endeavour.
If you still have problems with the import, flip back a message with some logs showing what's going on (if there's errors post those too please), and I'll see what I can do to help you out.
As an aside, Mylar makes use of ComicTagger, which does the same sort of stuff that ComicVine Scraper does in a broad sense - the added benefit is that Mylar will use the actual ComicVine IssueID instead of just parsing the filename (since Mylar gets all the information from ComicVine already and when it downloads the issue it knows the IssueID already). So in essence, Mylar 'could' manage your entire collection - from downloading, to tagging, to sorting/moving it all without you having to do any manual intervention (usually). Just food for thought