Use Modify|Update More to get locally missing directories and files from the repository for a foregoing non-recursive Update or Check Out .
Update More checks for the currently selected directory whether there are subdirectories or files that haven't been checked out yet. They are presented in a list and you can select one or more of them to update. Recurse into subdirectories specifies whether the selected entries should be updated or checked out recursively.
To get rid of locally checked out directories, use the inverse operation Exclude from Working Copy.