Yes. I tested it and when the first spam email arrived, the folder was created automatically. It should automatically become visible in Horde once you start receiving spam. For other email clients like Squirrelmail and Roundcube, you may have to subscribe this folder explicitly by going into folder options. You can also configure spambox in POP3 as well according to the official guidelines available here
If you cannot wait, you can just forward a spam to your account to test it as well or create the folder manually.
thanks katrina1 appreciate that reply, so basicially until i recieve any spam i will not have a folder correct. I will check often to see if i have that folder or not then i can subscribe to it correct?