Sharing a specific folder between users is not possible. What is possible is giving access to the mail file. Each user should allow delegation access to the other users concerned by the sharing issue.
The issue with that is that delegation gives access to all mail in the database - not just the mail in a folder.
If only certain messages are to be shared (the ones in the folder that they want to share), then I would suggest creating a mail storage db and allowing users to copy/paste from their mail to that storage file. By giving access to those users who want the share, you will have created the functionality they want.
Pascal.