You didn’t understand. All fold does is to limit the display so that it shows only those notes that are already present in the editor. It’s useful, but not for displaying modes, unless you do the workaround raino mentioned of putting all the notes of the given mode in there and muting them, and then, you would still have to enter notes for every octave.
And, as mentioned also, Cubase already can colorize notes according to scales and chords.
So what I’m saying is that fold is not the right tool for helping you work with or learn modes, and also that there’s a dedicated set of features in Cubase already for that.
Fold is useful for other reasons, of course.