Make sure that you are using a POP (not IMAP) account.
Go to the Mark as Spam pane of PowerMail’s Preferences window. Click the Spam filter assistant… button and tell the assistant that you want to use SpamSieve.
Now it is time to train SpamSieve:
The Do an Initial Training section explains which messages (and how many of them) you should train.
SpamSieve will process new mail automatically. If you ever need to manually ask it to sift through a mix of spam and good messages, select the messages and choose Perform Filter ‣ Perform All Filters from the Mail menu.
The above is all you need to know about using SpamSieve with PowerMail. The Customization section explains some more advanced setup options. For more information about how to configure PowerMail’s handling of spam messages, please see the PowerMail documentation.
If you need to troubleshoot SpamSieve and PowerMail, see the Checking the PowerMail Setup section.