Hello, possibly not directly as you might think but there is a workaround that puts a scripts option in the right click menu.
Go to Tim's post at
https://ubuntu-mate.community/t/caja-add-locations-to-move-to-context-menu/21711
and click on workaround pointed out by Tim
I am on 20.04 MATE and it works fine.
Image shows right click and where scripts from workaround will end up.