As mentioned you can't take a Live Photo on your 6 but I do have a 'Live Photos' folder on my iPhone 6. That's because someone has sent me live photos by either email or txt.
The iPhone 6 is not capable of taking a live photo but IS capable of showing a live photo (by touching and holding) if it was taken and sent to you from a Live Photo capable phone.
If no one has sent you a live photo then you won't have a Live Photo folder.