John P1 0 Newbie Poster

Have put my Outlook Express in "training mode" for spam and that is doing well, but the help page implies that there is a junk mailbox that needs checking now and then for legit mail. There wasn't one visible so I made a mailbox (which looks like a folder) and called it junk, but nothing goes there. The "trained" spam remains in the Inbox until I delete it. Any one know what's wrong here? Thanks.