Thunderbird calls it Junk.

Thanks for your response, Matt. I don't have a Junk folder, either.

Right-click the account in the Folder Pane, Subscribe..., and check the box for Spam (IMAP accounts only).

Thank you but there is no Spam box to check. Not an IMAP account, maybe?

Check the Server Type in Account Settings/Server Settings. POP only downloads the Inbox, and only IMAP has Subscribe in the menu. If you've enabled TB's Junk controls, there will be a Junk folder, but to see the mail provider's Spam or Bulk folder, the account must be IMAP.

Thanks again but it looks like the account is imap.mail.att.net

What is the Server Type, POP or IMAP? You could have entered imap.mail.att.net but the Server Type might still be POP.

Server type is IMAP mail server

Port 993

Is there a Spam folder visible in webmail? Maybe IMAP access for that folder has to be enabled manually, which is possible but unlikely.

I don't see any Spam. Only two Junk folders. One in my Inbox and the other in Local Folders.

Right-click the account in the Folder Pane, Subscribe..., and check the box for Spam (IMAP accounts only).

In the Subscribe window, click Refresh and see if Spam appears.

Sorry, that didn't work either. Spam is not listed after refreshing.