Can you explain a little what you mean by media server?
Read Section 12 of the User Manual. Then read this FAQ thread:
Google is quite helpful, too, as is Wikipedia.
Once you have activated the Twonky media server, you can access your media via local UPnP/DLNA media client apps; these can be found for most platforms such as iThings (MediaConnect has been suggested here, and XBMC is available for jail broken iThings), and your smart TV probably has a media client.
The Twonky DLNA media server presents list of files in a number of ways, one of which is by Title. In this mode, it groups media into ABC, DEF, etc. Exactly like you are requesting.
For remote viewing of movies (and I would only use the MyCloud app for remote access), you will need a good broadband uplink rate, so ADSL via a phone line is unlikely to be good enough; you’ll need cable or fibre.