Mac mail junk folder behaviour

Mac mail junk folder behaviour

Hello all:

Been trying to figure this out for a while.  I'm trying to suss out how to make my behaviour in my Mac Mail reflect on my Zoho account.  For example how do I designate something as Not Junk? 

If Mac Mail thinks it's junk it'll be yellow and that's easy...but a lot of the stuff that Zoho designates as Junk I seem to have no control over changing that behaviour.  Moving it to the Inbox doesn't seem to affect any future emails from that person/company.  Is my only option to log in on the webmail app and go through my spam there?

Thanks.