Configuring preferences and options in Outlook.com
The Spam/Junk folder should appear automatically whether you use Windows 10 Mail, eM Client (which is a good client), Thunderbird or any other mail client. Is eM Client working for you? When working with Yahoo, don't forget tto generate the app-specific password you'll need to access the mailbox with a mail client. See this article: https://www.slipstick.com/outlook/yahoo-aol-acc...