Airmail does not have an inbuilt spam filter yet, it incorporates SpamSieve, a separate application which must be purchased and installed - enabled by the user. The reason for this is because many email services, like Gmail, have their own very good spam filters, so this option is left up to the Airmail user.
SpamSieve is a powerful Bayesian-based spam filter for filtering out the vast volumes of email space that plague users. If SpamSieve is enabled in Airmail, it will automatically launch in the background when Airmail starts.
To activate SpamSieve, you must first purchase it (approximately $30)…but it’s a great spam filtering app for the Mac platform and highly reviewed, which is why Airmail offers its incorporation. Additionally, Airmail has rules which can be made to rule out some addresses manually, if you wish to.
To use SpamSieve, first install it on your Mac and then go to Preferences > Advanced and check the box 'Use SpamSieve' as shown in the picture below.