Thunderbird can create a Junk folder if you set it up in Junk controls. Your email provider might create a Spam folder. Is your account a POP or IMAP account. If POP you will have to go to your providers web mail page to check the Spam folder. POP email only connects to the Inbox. If IMAP you can Subscribe to various folders on the providers server and see them locally or visit the web mail page to view them. Subscribe is under the File menu on the menu bar.