Do i have to install Client Access in pc Client to work with AS400 folders?
If you have a very old OS on your AS/400, yes.
If you have anything newer than version 3 of OS/400, no.
However, you should clarify if you actually want to work with “AS400 folders” or “AS400 directories”. AS/400 “folders” are a specific object type, and they exist in the /QDLS file system. In general, you should consider those to be obsolete and not use them at all. You should move any folders and documents out of /QDLS into directories under the /root file system and access them from the new locations.