its possible on all iphones. create folders on your pc or mac the way you would like it to appear on the iphone so place everything in different folders
The easiest way would be to create a single folder called iphone pictures or something and then create all your sub folders inside that folder. Copy your pictures across to the individual folders then in iTunes add the iphone pictures folder to your library.
Once thats done you can then sync them with your iphone and your folders will appear in your photo's app. I do it for custom wallpapers and other stuff.