There's no way for anyone to have a Junk/ Spam box in the default Apple Messages App. The feature simply does not exist there.
Don't know what the Best Buy person showed you, but it's unlikely it was the Apple Messages App. Was it maybe some other messaging app such as WhatsApp or Facebook Messenger instead?
Did you ask the Best Buy person how they got that spam/junk box?
As I said, contacts may be blocked, so you would not get their messages at all. You can go to Settings->Messages->Blocked Contacts to see a list of numbers you have blocked, and see if the contact that is sending you those lost messages is blocked.
Again, there are no Junk/spam boxes in Apple's default Messages App.