If you would like to filter a message directly to a folder or sub-folder in your Mailstore account, choose the "Save the Message in Folder" option under What should happen to matching messages? Messages that match that filter, instead of going to your Mailstore Inbox (and any other forwarding addresses you may have set up), will get saved directly to the folder you specify.
Some details about how it works:
If the folder doesn't exist when the message is received, the folder will be created when the first matching message reaches Mailstore.
If you want to save the message to a sub-folder, like, Friends > Joe, just specify the folder path with dots(.) separating them, like Friends.Joe.
Special characters are not permitted in filterable folder names (even if you've already set up folders using those names.) Folder names can be numbers, letters, and dashes. Dots (.) cannot be used as part of the folder name, as that is reserved to indicate sub-folders.