Never used this email client before, but....
Each email that comes in is evaluated as spam or not spam, and tagged accordingly.
You simply need to configure a rule inside of your email client (most email clients have this function) to move emails that have the tag [SPAM] in the Subject line to a folder of your choosing. Quite simple to do.
AV protection is automatic.
Thanks for advice.
I am using this client last 4 years. But the McAfee is the new in my experience.
Previous using antivirus had AV and anti-spam plug-ins for email special which I had to insert simply into configuration pan of the client. As soon as plug-in being inserted the special tag energes on instrumental panel of the client and I could be sure every time that protections of incoming/outgoing emails were in order. At present using The Bat! I could not sure (not see) that McAfee protects my ongoing mail.