Hello,
It's good you are learning about what's on the server and why it's there.
The folders on the server you list are real folders used for various functions on the server. It is not unusual for these to not show up in FrontPage because FrontPage doesn't own them and probably doesn't even know they exist.
FrontPage uses some housekeeping folders on the server that are not normally visible in the FrontPage program because they are not for you to manipulate. The file names usually start with the underscore character, for example _vti_bin. These are normal and should not be deleted.
Other folders are routinely created on the server for server-side scripts. These would include the cgi-bin and some of the others you list. These likewise normally will not show up in FP because FP doesn't own them. These folders should not be deleted unless you know what you are doing and know for a fact they are not needed.
sitepreview and test are possibly left over from experimentation by a prior web master. You can check out the contents to try to see if they need to be kept. The main thing to look for is rouge files placed there by a hacker, but that probably isn't the case here.
jakarta may relate to some open source software used for features on the web site, however it may be usually associated with an Apache web server. See here
http://jakarta.apache.org/If possible, talk to the previous web master to get his or her opinion.
Re the error messages, my opinion is to disregard them if the site is working.
When in doubt, don't delete unless you know why you are deleting.