Well, not really, but yes, you can have them, but only if the theme has the folders in them, but even then, you can't move an icon into that folder.
In the Plazmic Theme builder, there is a thing called "application hierarchy editor" which sort of gets you a folder, but it is FAR from ideal...
Current Device: 8320 OS: 220.127.116.118
Previous Device: 8100 OS: 18.104.22.168
BES v4.1.5/Notes 7.0.2