How can mails marked as spam automatically be moved into the junk folder?

It depends on how the Antispam solution marks messages which are to be considered as Spam. In most cases there is an additional X-Header, sometimes the messages subject is prepended by something like "SPAM".

Using sxaa is possible. "man sxaa" is listing at least 2 examples for this usecase:

sxaa --user "Sam Orr" --file "JUNK" --subject "SPAM" 
sxaa --user "Sam Orr" --file "Spam?" --header "X-Spam-Status:***" 

There is no need to create the target folder in advance.

see also TB/TB-2008-04-CTASAV