Greetings BillInRedmond,
I understand you're looking for assistance with filtering emails using your iCloud email address, so check out the following information to see if it's helpful.
With using iCloud Mail, you can filter your mail to where the senders become known to be junk and route to your junk folder. In order for this to occur, you may need to isolate spam emails and move to Junk for your account to understand where to route certain types of messages. For additional information on this, check out the following resource:
Identify and filter junk mail in iCloud
If you see that moving mail to the junk folder doesn't save the preference for future emails to route there automatically, you'll want to Contact Apple Support to look into this with you.
Cheers!