I do not find spam folder How to find it?

No no, don't go there, that is not what I meant. Not in Settings > Mail, Contacts.... Instead open your email App at the bottom, then click mailboxes, and then edit and add the junk or spam folder. What provider do you have, is it like a Yahoo or Gmail? If so it should be there. If not post a screenshot or I will post one of my own....

Are you referring to Mail or Messages? If Mail, go to Mail > Mailboxes > Edit > and add Junk or Spam.