The above procedure only asks SpamAssassin to examine your mail and add extra headers indicating its verdict, spam or legit. To use these headers to move junk mail to a folder called Spam in your IMAP mailbox, copy the following template to ~/.public/.forward. This is an Exim filter that looks for SpamAssassin headers that indicate spamhood. You need to create a Spam folder manually to use this. You can modify this template to save spam to other places, if you don't use IMAP or prefer another scheme. (If you already have a ~/.public/.forward file because you forward all of your mail to another account elsewhere, then you can ignore this section. You should use that e-mail provider's spam filtering services.)
# Exim filter logfile $home/.logs/mail/exim.log if "${if def:h_X-Spam-Flag {def}{undef}}" is "def" then save $home/Maildir/.Spam/ finish endif
SpamAssassin flags spam with a spamminess level of 5.0 or higher. You can use the X-Spam-Level: header to customize your own filter to your own liking, however. As an example, you can see NathanKennedy's .forward file on the MemberManual/Email/EximFilter page.