Yes. Click "File -> Sign/Encrypt Folder" in Kleopatra. It will open a file picker dialog box where you can select the folder that you want to encrypt.
Aside from that, you can also encrypt a directory by placing it first inside a tar archive. For example, running: tar cvzf ./encrypt-folder.tar.gz ./sample will compress the sample directory as "./encrypt-folder.tar.gz." You can then encrypt this archive as a file in Kleopatra.