In the Mail page at icloud.com click the cogwheel icon and choose 'Rules'. The available Rules are fairly basic (those in the OSX Mail application are far more comprehensive) and mostly enable you to move specific messages to different folders.
You say 'evade the mail filter' - what mail filter? If you mean iCloud's over-enthusiastic spam filter on the actual server, you can't do anything about that. It deletes suspicious messages before they ever get to you and your Rules. However the junk filter in your Mail online app may be over-rideable - it's not clear which comes first, your Rules or the junk filter.
You may be able to get round it - I don't have any junk mail to try this on - by opening any message which has found its way into the Junk folder but which you want to mark as not junk, and clicking the 'Mark as' link. Since with non-junk you can mark it as 'junk', I assume with junk you can mark it as 'not junk'. Subscequent messages from the same source should evade the filter.