On the Receiving Email page (accessible via Edit ▸ Preferences ▸ Mail Accounts ▸ Edit ▸ Receiving Email):
Choose the directory by clicking on the button next to Path in the Configuration section. Some default folders are available in the list. If the directory is not among those folders, choose the last option Other…. This will open a directory chooser window.
On the Receiving Options page (accessible via Edit ▸ Preferences ▸ Mail Accounts ▸ Edit ▸ Receiving Options):
If you want Filters to be automatically used for new messages in your inbox, enable Apply filters to new messages in Inbox.
Got a comment? Spotted an error? Found the instructions unclear? Send feedback about this page.