When you say “folders,” do you mean what Plex calls “Libraries,” or are you talking about the Folder View within your Movies Library?
If you mean “Plex Libraries,” then this:
This screenshot is from the android TV app, so it looks a little different, but everything’s in the same place:
If you mean the Folder view within a Library, then, no, Plex doesn’t have that ability. There is this feature request where you may want to add your vote:
