No, you need to recreate a new folder for the scene file.  This has been a problem with vendors that provide a completed scene file with the prop files but fail to generate a proper Scene folder.  Again, some sets are dated and were created when Poser did not have a Poser Library Scene Category. 

Create a folder in the Scene folder and name anything you like.  Drop the scene file in that folder.  Make sure that the new folder exists in the same runtime as your prop files.