Not possible with a POP account.
With an IMAP account, all server stored mailboxes for the account are kept synchronized with the server automatically with each email client used to access the account.
I access a MobileMe account and a business POP account with my iPhone. I have selected to store the Junk mailbox for my MM account on the server with the Mail.app on my Mac and with the iPhone's mail client. I keep the Mail.app on my Mac launched and running which includes a spam filter - but I rarely receive spam with the account. If my MM account receives a junk message that is marked as junk with the spam filter with the Mail.app on my Mac, the message is moved to the account's Junk mailbox which is stored on the server. This is reflected automatically when checking the account with the iPhone's mail client, so in effect, I do have the junk mail filter included with the Mail.app on my Mac with the iPhone's mail client. The only difference being I can't mark a message as junk with the iPhone's mail client, but I can transfer a message received that is junk (that isn't marked as junk when received by the Mail.app on my Mac) to the account's junk mailbox which is stored on the server.
None of this is possible with a POP account.
Even if a junk mail filter was available with the iPhone's mail client, it wouldn't match the junk mail filter's learned settings with the email client used on your computer for accessing the account.
