I have seen a few questions were people are wondering why those folders are missing. The simple reason is because those people installed horde on a mail server that does not have or support imap.
For HORDE to display those folders you need to use IMAP email.
This is all explained at:
http://kb.parallels.com/en/983
Personally i don’t like horde and would recommend spending a little time installing Round Cube on the server. This is a much better and smoother webmail program in my opinion. A simple google search on how to do it is useful.
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