Thunderbird does not create or use a Spam folder. It uses Junk Controls to mark suspect messages as Junk. By default it places a Junk icon beside the message and leaves it in your Inbox. You have to option to create a Junk folder and move messages there. Your email provider more than likely marks messages as spam and has a Spam folder. How you view the Spam folder depends on if you are using IMAP or POP email. If using IMAP you can subscribe to the Spam folder and view it with Thunderbird. Go to File-Subscribe and subscribe to server folders you want to see and unsubscribe to those you don't want to see. If using POP to have to go to your email provider's webmail site and check the Spam folder. POP email is only aware of the Inbox on the provider's server so you cannot see other folders on the server. This is true with any email client, not just Thunderbird.