Just purchased Samsung 10.1 2014. Can not nest folders in snote. Try to drag and drop and all folders scroll to left or right. Only scrolling down moves the folder and then opens up all pages in folder. Samsung support was no help.
I don't know if you can do that by drag/dropping, but you certainly can by doing it 'manually'. Just go the the "All Notes" view, hit the menu button, and select "Move".