That's still very much up for debate, my friend. As of now, nothing has really been given to us to suggest that she had/has an imaginary friend of her own. But that doesnt mean that an episode will not be made out of it.
I think it would be something special if we got an episode where Bloo thinks that Frankie's friend Kathy is and imaginary friend (since we never see her) and tries to find her out.