For this you need to define some rules based on which messages will be filtered and redirected to specific folder. For definig the rules, you need to go to ->Settings->Mail->Rules or use the below link to land directly to the settings
First cick on "Add a new rule" and then 1."Add a name", 2."Add a condition" and 3. "Add an action". Based on the given condition and action, mails coming to your INBOX will be moved to different folders of your choice or may even be deleted.