I've dug the documentation for a while, before I found this
https://docs.pyrogram.org/topics/advanced-usage
and this
https://docs.pyrogram.org/telegram/functions/messages/get-dialog-filters#pyrogram.raw.functions.messages.GetDialogFilters

Combinig together, I've got following:

from pyrogram import Client
from pyrogram.raw import functions

app = Client("session_name", api_id, api_hash)


async def main():
    async with app:
        r = await app.invoke(functions.messages.GetDialogFilters())
        print(r)


app.run(main())

(displays folders in console)