I have recently opened a hosting account so that I can have mail service that allows me to use my extensive procmail processing honed over many years. Part of that processing is to deliver mail to several mail folders. I have found where my INBOX and DELETED_MESSAGES files are kept, but I have not found the pre-defined subfolders. I am used to an environment where the .procmailrc MAILDIR is a directory under my home directory, but it's not clear whether the IMAP server will access those files.
By default, you can get the path for your mail spool from the MAIL environment variable. If you're just doing an ls in that directory, your other folders won't show up - anything aside from the inbox will need to be prefixed with a dot:
INBOX.Alerts = $MAIL/.Alerts/