Are you trying to restore the contents of the Junk mailbox? Or just the mailbox itself? If you just want a Junk mailbox, that is usually created when turn it on in Preferences > Junk Mail. Check Enable junk mail filtering and choose When junk mail arrives: Move it to Junk mailbox. If those are already checked, try unselecting both, then turn it back on. I don't know if that will work, but give it a try.
If you are looking for the contents, then use your backup, as Csound1 suggested. If your backup is Time Machine, then enter Time Machine from within Mail, not from the Finder.