Is the account POP or IMAP? If it's POP, the Sent folder is created automatically after you first send a message, and if it's IMAP, you must subscribe to the IMAP Sent or Sent Items folder and set it as the target for sent messages in the Copies & Folders section of Account Settings. If it's an outlook.com or gmail account, sent messages are automatically copied to Sent, so 'Place a copy in' in Copies & Folders should be deselected.