You can set a different place where to store messages in your Draft folder and Sent folder in the Defaults section of the mail account editor (Edit ▸ Preferences ▸ Mail Accounts ▸ Edit ▸ Defaults).
You can define an Archive Folder, for example to move older messages there. Selecting Message ▸ Archive in the main window moves the selected message to the specified folder.
For remote account types (accounts such as IMAP) you can also use folders on the mail server for Junk and Trash by selecting the corresponding Use a Real Folder option. In this case, Evolution's local virtual folders will not be used.
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