This feature allows you target up to 4 subdirectories per domain.  Subdirectory URL Targeting will serve on all pages that fall into the string of subdirectories.  For example, if you target nytimes.com/section/world/africa, your ads will serve in the World/Africa section, as well as any other section that sit below the Africa section.  
Enter each URL on an individual line in the ‘Custom Audience’ text box, remove the ‘https://’ and ‘www.’ before the domains if applicable. This Audience has a limit of 50,000 URLs per list.