Airmail now gives you the ability to mark the desired contacts as VIPs and you can find all the received messages from a VIP contacts at one place by a simple click on the Folder Panel present in Airmail Sidebar. VIPs are synced over iCloud with other devices(for example with Airmail on iPhone/iPad). Please follow the picture below.
You can see all the messages that you received from a VIP contact ion one place by selecting the VIP > Contact as shown in the picture below.
You can also set the VIP ONLY notifications for a particular account. To accomplish this, follow Airmail Preferences > Accounts > More as shown in the picture. Please note that this an account specific preference, so you are required to set for each account separately.