Sorry I took time to answer, I"ve only just found out how to, did I mention being thick???
Anyway I found that by going just above the sidebar where it says Inbox just click it and choose one of your accounts then all the separate accounts will be shown in the sidebar under inbox. You can do the same thing for sent items under sent and again the different accounts will shown in the sidebar under Sent.
I hope that this helps you, I do find that the Apple-Mac way is easy when you know how, but it doesn't help being the wrong side of the Atlantic because we (Brits) often use different terminology to Americans, so the help menus are often confusing to us.