I just purchase LF and install 3.2.15. I only see Add File or Drop FIle in the message compose. I don't see Add Folder or Drop Folder.
The Secure message feature in the LF appliance is an enhancement to the email service, where uploading of folders is not supported. Directories can be uploaded in a zipped file in to the Secure message. Alternatively you can use Shares, where directory structure is possible to create or upload.
In Secure message the folder can't be uploaded. Folders can be uploaded/created in to Shares, with a browser which supports the folder upload, f.e. Chrome supports that.