Lay-out of saving and opening windows

I’m not sure what the right term is for the window that opens if you save or open a file in an application. Is that window part of the filemanager (Dolphin)?
Anyway, at the moment, you have a folder tree lay-out, if you double click a folder, it doesn’t open, you can click the arrow to expand it.
Can I change it so it opens that folder instead?