This feature is supported only by UltraEdit v17.00 and later. To see a files pane in lower half of the Explorer tab of the File View you have to click on the small folder button at top of the view right the filter field, see the attached image.
Enabling files pane with folder button click.
Then you only have to select in upper (tree) pane a directory and all files and subdirectories in this directory are display in the files pane. Of course, if your currently used filter is not *.*, it is very easily possible that you see no file in lower pane because no file name matches current filter.