No, you can't do it in jQuery only. jQuery is a Javascript client language and you don't have the ability to manage (or even explore) files and directories on your server with it. BUT you might consider using some plugins which require using server side code (PHP, ASP.net, Python etc). If you do need to manage files on your server, use one of those (googled them up, but never tried them):
http://www.solitude.dk/filethingie/
https://addons.mozilla.org/en-US/firefox/addon/fireftp/
http://www.gleamtech.com/products/filevista/web-file-manager
Good luck! I hope that helped.