Unfortunately not. This is due to the way webmail handles POP3 mailboxes (which is not specifically designed to work with folders).
If you want the functionality to move mail between folders on the mail server, you'll probably find that using IMAP is better suited to your needs. You can do this simply by using imap.plus.net as your mail collection server and ticking the IMAP box when logging in to webmail. IMAP is an email protocol specifically designed to work with folders.