Create Subfolder Under Inbox in Mail

Right click on weee folder and click on export mailbox .

A window appears .

You can click on share > mail and click on choose , new mail compose window will appear and type your own mail address and fill up the rest of credentials and weee mail box will also be attached , send the mail to yourself .

But , this the way via mail and it will come to mail inbox , you can't transfer weee folder under I cloud , I tried to drag and drop the wee folder that was under iCloud section to the place you inquired , it reverted back .

You can't. On the icloud website mail page you can create additional folders by clicking the '+' to the right of the 'Folders' section header: using the Mail app you can add folders within these folders but not within the Inbox.

Clarification question - why do you want/need another mailbox under the inbox if there isn't an associated e-mail account? If you will post what you are trying to do, someone may be able to post another way to do it.

You could do that in previous OS versions from El Capitan on down by creating the mailbox under the IMAP account and putting Inbox/ in front of the name. However, Sierra won't let you do that. The mailbox will be created under the IMAP account name in the sidebar.

Edited:

It doesn't seem to work with iCloud mail, but I can get it to still work with AT&T.

Right click on iCloud folder and click on new mailbox .

A window appears , you can fill the name field and click on ok .

The new folder will be created under on My Mac section in mail side bar .

Good and stunned , are you using some third party app , throw some light how you did it .