Possibly these are in your junk or spam folder?
MW can only see other folders than the inbox folder when it checks mail on your ISPs mail server if you setup the email account as IMAP as opposed to POP3 type.
If you try this and have any problems, check that your ISP supports IMAP, and if so, but still issues, please get back to me...
IF not already using IMAP, (currently using POP):
You can change this within MWpro under Settings>>Accounts, click your email account, click the Incoming tab, and beside "Server Type:" select IMAP in place of POP.
Change the IMAP server to what your ISP recommends.
(NOTE: you can get settings for most ISP's (NOT personal domains though) here:
http://www.emailsettings.email/ )
Click save to save changes, then select the IMAP tab, click Refresh, and choose your spam or junk mail folders to show in MWpro.
If already using IMAP:
In MWpro click Settings>>Accounts, click your email account, click the IMAP tab, click Refresh, and choose your spam or junk mail folders to show in MWpro.