Yes
But you have to wait a while to find out that they do.
In the novel Dune, there is no mention of folding space, folding time, or fold space nor is there in the second book Dune Messiah.
The first mention of fold in relation to space or time can be found in the third book Children of Dune
Only in the realm of mathematics can you understand Muad'Dib's precise view of
the future. Thus: first, we postulate any number of point-dimensions in space.
(This is the classic n-fold extended aggregate of n dimensions.) With this
framework, Time as commonly understood becomes an aggregate of one-dimensional
properties. Applying this to the Muad'Dib phenomenon, we find that we either are
confronted by new properties of Time or (by reduction through the infinity
calculus) we are dealing with separate systems which contain n body properties.
For Muad'Dib, we assume the latter. As demonstrated by the reduction, the point
dimensions of the n-fold can only have separate existence within different
frameworks of Time. Separate dimensions of Time are thus demonstrated to
coexist. This being the inescapable case, Muad'Dib's predictions required that
he perceive the n-fold not as extended aggregate but as an operation within a single framework.
In effect, he froze his universe into that one framework which was his view of Time.
-Palimbasha: Lectures at Sietch Tabr
- Children of Dune
But this is not to do with folding anything but is purely the mathematics involved in Muad'Dib's prescience.
God Emperor of Dune again makes no mention of folding space.
It is not until the fifth book Heretics of Dune that it is explicitly stated that the Guild Navigators fold space.
Miles Teg knew his history well by then. Guild Navigators no longer were the
only ones who could thread a ship through the folds of space -- in this galaxy one instant, in a faraway galaxy the very next heartbeat.
- Heretics of Dune
And later
"I just got the signal, Bashar!" Patrin again. "We got them all. They came
down by floater from the no-ship just as you expected."
"The ship?" Teg's voice was full of angry demand.
"Destroyed the instant it came through the space fold. No survivors."
- Heretics of Dune
And again
There was absolutely no safe course through the conflicting forces, but she
thought the Sisterhood had armed itself as well as it could. The problem was
akin to that of a Guild navigator threading his ship through the folds of space in a way that avoided collisions and entrapments.
- Heretics of Dune
And finally
Taraza felt suddenly weary. It had been a long trip despite the space-folding leaps of her no-ship. The flesh always knew when it had been twisted out of its familiar rhythms. She chose a soft divan and sat down, sighing in the luxurious
comfort.
- Heretics of Dune