With the standard setup, spam messages caught by server junk filters and by SpamSieve both go to the Junk mailbox. It can be important to know which filter moved which messages there. For example, if a good message was incorrectly moved to Junk by SpamSieve, you should train it as good. Whereas, if it was moved by a server junk filter, training SpamSieve wouldn’t help and you might want to turn off the server filter or set SpamSieve to rescue the good messages.
The easiest way to see which messages SpamSieve moved to Junk is that they will have black text and a colored background in Mail’s message list:
Messages caught by other filters will have brown/gold, or black text on a white background:
Note that the SpamSieve background colors only show up on the Mac where SpamSieve is running. Mail does not sync them to the server or to other Macs or iOS devices. If you need to see, on another device, which messages were caught by SpamSieve, you can use separate mailboxes as described below.
You can also look in SpamSieve’s log to see which messages SpamSieve has predicted to be spam.
If desired, you can configure Mail to use a separate mailbox for SpamSieve. Create a new mailbox in each account called SpamSieveSpam. Then tell Mail to use this as the special Junk mailbox:
Now, the spam messages caught by SpamSieve will go to the special Junk mailbox (shown as SpamSieveSpam in Webmail), and messages caught by server filters will go to a regular Spam/Junk/Bulk mailbox that has just become visible.