I don't know what crosswinds does, but the point remains: POP was designed for downloading messages. Not for managing messages server-side. That limitation is exactly why IMAP was created. You cannot manage server-side folders with POP.
Crosswinds may have a Web utility that can vacuum up messages via POP and let you then sort them into folders -- most Web-based mail systems do that. But POP has nothing to do with folder management.