Not natively within Webflow, however this can be built using a reverse proxy setup.
If you’re interested, here’s a fluid paths solution I build often for clients.
Maciej, you can create folders in pages settings while in designer mode and then nest collection template pages in those. Webflow allows creating multi levels using this method.
Simply create /program catalog (subdirectory) and nest CMS template in it. That’s the only way. Unfortunately there’s no way to next collections dynamically in each other. So while you can create /program folder, that cannot be created automatically based on CMS items (if you create such collection). Hope that makes sense. Let me know, I can explain this in DM
Yeah reverse proxy is another method but requires custom setup (Cloudflare Workers for instance). Finsweet has a few livestreams with that topic covered.