POP3 only has the concept of a single Inbox, moving messages out of the Inbox is essentially deleting them and copying them locally to a folder. IMAP is the other major mail server type which has the concept of multiple folders existing on the server, and synchronizing them with clients.

Sometimes the host will provide both IMAP and POP3 servers on the same host. She could try setting the incoming mail server to be an IMAP server to see if that is the case. Otherwise, I can't think (off the top of my head) of an easy way to do it.