If you do not yet have a folder or label fit to accept the message, it's easy to create on in iPhone Mail.
Create Folders to File and Organize Mail in iPhone Mail
To set up a new email folder in iPhone Mail (in an IMAP or Exchange account):
- Go to the folders list for the desired account in iPhone Mail.
- Tap Edit.
- Now tap New Mailbox in the bottom right corner.
- Type the desired name for the new folder over Name.
- To pick a different parent folder:
- Tap the account under Mailbox Location.
- Now tap the desired parent folder.
- Tap Save.
- Finally, tap Done to the top right.
Note that you cannot add custom folders to POP accounts in iOS Mail.
Of course, you can also delete any folders you have set up in iPhone Mail.
(Updated November 2012)