The LPL spam filter delivers filtered spam to your mail/probably-spam and mail/almost-certainly-spam folders. All other messages are delivered to your inbox as usual. You will probably need to subscribe to these two folders to see them with your mail client program. In most email client programs (e.g., Thunderbird, Outlook), you'll click File->Subscribe to do this. For help with this, please send email to sys (LPL Systems Staff) with a subject line of "spam folder config".
Please check your spam folders from time to time to be sure that only spam is being collected there. Each probably-spam folder is purged when it reaches 25 megabytes in size. Each almost-certainly-spam folder is purged when it reaches 10 megabytes in size.
If you are a PIRL user, the destination of your filtered spam depends on how you configured the filter.