You were right azche24, I went to /etc/mail/spamassassin and launched manually the script bayes_filter.sh
Folders were created !!! As it's a test server, it was not online yesterday at 0:30, so folders couldn't be created anyway !!! Bad luck !!!
All is OK in the webmail now !
Thanks to you d_gerst, by default outlook don't show all dirs !
I went to my SME IMAP inbox in Outlook, there is an option in IMAP FOLDERS : a box that need to be unchecked. It's something about "only showing subscriptionned folders". I still don't know what are those types of folders, but yours aren't ! Something like newsletters maybe ? Whatever, this is not a topic about IMAP !
Finally, it works ! So thanks to everyone for helping and sharing !
... Just hope one day I can help someone too