SpamSieve normally puts the spam messages from all your Apple Mail accounts into the special All Junk mailbox, so they are separated into each account’s Junk mailbox automatically. You can also manually choose a separate spam mailbox for each account. First, create the requisite empty mailboxes. Then, create one rule in Mail for each account. The description for the rule should be SpamSieve - <AccountName> where <AccountName> is any text that helps you identify the account. The rule’s condition should be that the account is <AccountName>, and the action should be to move the message to the spam mailbox for that account.
As this example demonstrates, you can have multiple SpamSieve rules in Apple Mail, with arbitrary conditions, so long as all of their descriptions start with SpamSieve. It is recommended that you arrange the conditions such that only one SpamSieve rule will be applied to any given message.