Mail is not recognizing junk mail

That's the same for me, the "Junk" icon is on the main bar/window as per below:

All you need after customising the main bar (right click - Customise Toolbar...) is to highlight the message in List Preview (left pane) and click the Junk/Not Junk icon to change message to junk or not junk. It should move the message automatically from inbox to junk or junk to inbox as well.

If you have followed all the standard advice ( Mail for Mac: If junk mail filters aren’t working correctly ) that includes resetting the junk filter so it starts learning again then try and watch what happens when you close the mail app.

I've noticed that sometimes the app closes immediately and on others there is a slight pause - I have mail set up to auto remove deleted items when closed, but it doesn't do it if it closes immediately, they only seem to get removed when I observe the pause!

Not sure what's happening but I've now started to reconfirmed junk items if I see mail close immediately by reopening and selecting not junk/junk again and then reclose, which does appear to be improving the success of my junk filter for the moment anyhow.

Mine is the same with respect to not having "Not Junk" in the Header, not sure if it was a POP thing or not - I have the "Not Junk" icon in Mails main menu, the one with "Delete" next to it - if it's not there right click the menu bar to customise. Then just highlight the junk mail and click on "Not Junk" and it should automatically go back into the Inbox. Then go to Inbox and highlight again and click on same icon (by the "Delete") to mark and move to Junk again.

You should notice that the "Junk" icon changes between "Junk" and "Not Junk" depending on which mail box the mail is in to begin with.

You can create rules for incoming mails , refer this article : Mail for Mac: Use rules to manage your inbox