The Cozy Drive app does not support any "special" files. It allows to synchronize folders between GNU/Linux, Apple/MacOS and MS Windows. It can therefore only support file types that exist in all three systems. For example, UNIX symbolic links do not exist in Microsoft file systems, so the application would not know how to synchronize these files with Windows.
We are well aware that the current need to group all the folders you want to synchronize in a Cozy Drive folder is constraining. Eventually, we intend to allow you to select folders on your Cozy.
But before working on this feature, we are currently working on fixing various synchronization issues and improving the performance of the application.