You'll have to use separate contacts with one address each and unique display names (so you can tell the difference) where you then group them in a contact folder.

Or, if it's not for composing and just sorting messages, you can create a label under the "Labels" access point for each contact where you add a rule to match that email address. The first label would have rules for all the addresses for a contact. Then, there'd be a separate label (with a single rule) for each email address. Then, you can drag those labels into the first to nest them.

You can also click an email address in the header bar of a message and choose follow contact. You'll then get a followed contacts access point in the mail panel and an entry in the contacts panel.