You asked 2 different questions and I gave you 2 answers.
The first one answers the question about Filtering of spam and the second one answers your question about createing new maildirs automatically on account creation.
I looked at "Email - Global Filters - Content Filter" but I have no idea how to do this accordingly.
Add a new filter that filters for ***SPAM*** in the ubject tab and select to move them to the spam filter. Adding these filters works similarily like doing it in any email client like thunderbird.