Via Webmail
In Horde, you can find the spam folder by logging in and expanding the 'Mail' option in the left - which will reveal a 'Spam' folder in its list.
In Squirrelmail, you need to navigate to the 'Folders' option at the top of the screen, and then under the 'Unsubscribe/Subscribe' option, select the 'Spam' folder and subscribe to it. This will then display the 'Spam' folder on the left hand side of the Squirrelmail interface.
If no spam folder exists in these circumstances, then you have yet to receive a mail that has been flagged as spam.