Webmin’s Bayesian filter setting and other SA controls are plenty thorough enough for two mail accounts. If you really want to take your SA server to the next level – complete with with ham v. spam learning folders trained by humans – you’ll have to set it up manually according to the docs. And it’s a complicated beast to setup, test and roll out. I don’t know how the setup would affect Webmin if at all.
A working spam folder should have been created along with each new mail account if SA was running. You should see it in Usermin. If Thunderbird isn’t showing a spam folder try re-subscribing to IMAP folders.