If you have set up your E-Mail address as an IMAP account, you can define in Apple Mail under the setting "Mailbox Behaviors", where it stores the drafts, sent messages, spam messages (Junk email), and deleted messages.

To view the settings click on "Mail" > "Preferences", then click on "Accounts" and then on "Mailbox Behaviors".

Note: Apple Mail stores e-mails in the folder that you specify for the respective option.

• If you select an IMAP folder on the mail server, the e-mails are also available if you use your e-mail account on another computer.
• If you select a local folder, to store your e-mails on your Mac they are only available on that computer.

The settings displayed depend on your account type.

Mailbox "Drafts" 
Select a folder on the mail server or on your Mac to save the e-mail drafts.

Mailbox "Sent" 
Select a folder on the mail server or on your Mac to save your sent e-mails.

Mailbox "Junk" 
Select a folder on the mail server or on your Mac, to save unwanted spam messages.

Mailbox "Trash" 
Select a folder on the mail server or on your Mac to save deleted e-mails.

Mailbox "Archive"
Select a folder on the mail server or on your Mac, to save archived e-mails.

Where appropriate, you can copy the messages from the current folder to the newly allocated mailboxes, and after that delete the empty and unecessary folder.