If you are using IMAP and you cannot see your spam folder, it is possible that you need to reset your folder lists. Below is an example of how to reset the folder list.
If you have set up your E-mail account as a POP3 account, the SPAM folder is not accessible though POP. It is suggested to use the [SPAM?] marker if using POP.
Right click the mail account on the folder list. If you are using Outlook select Update Folder List.
The Spam folder should now appear under you E-mail accounts folder list.