If you have a spam box it will be under the Inbox just click on the + next to the inbox to expand the view and see your other folders if you have any.
It may be that you need to re check your settings for your incoming mail
Tools _ accounts _ properties - servers tab
Incoming server POP3
Incomming mail (localhost if on BB)
Check your account name and password are correct its worth rewriting them and reapplying.