Those email boxes exist on the server by default, so when connecting via IMAP you will see them right from the start. If you connect via POP3 then you only see the inbox, and your email program will create local Trash, Junk, Sent Mail, etc mailboxes as it needs them on your client computer.
IMAP accesses email on the server and leaves it there, putting mail into various folders that remain on the server, but it uses up a lot of disk space on the server.
POP3 accesses email that comes into the inbox on the server only, and removes it from the server after it copies the email to your client computer when it checks it (or soon after).
Most servers can connect in either format. It is just up to the user how they want to deal with their email — locally stored with unlimited space or remotely stored using up your server quota space.
Currently, the autodiscover features in Plesk only try to get people to set up their email clients in IMAP mode, but we've put out petitions to change that if they would.
The actual functionality of the email servers is independent of whether or not you have cPanel or Plesk running.