In order to create a SPAM folder in your email client, you must first find your existing folder structure. This is usually made up of the folders: Inbox, Drafts, Sent, Deleted/Trash, and perhaps more.
For customers using POP, we recommend creating a folder labeled SPAM so that spam messages are sorted into the appropriate folder when downloading mail and not mixed in with legitimate email.
Creating a spam folder
A spam folder can generally be created by right clicking any of the existing folders in your email client and choosing 'New Folder'. You can then lebel that folder 'Spam', and you will be all set.