If you've configured your cPanel hosting account to use the "Spam Box" feature of SpamAssassin, mail identified as spam will be placed in a spam folder. However, you will not immediately see the spam folder because you must "Subscribe" to it.
1.Visit the Webmail interface
2.Click on "Folders" at the top
3.Under the "Unsubscribe/Subscribe" area, select the folder and click "Subscribe"
Your mail program has a way to subscribe to your new folders. Please refer to the help section of your program.