Messages that are obviously spam are deleted while suspected spam is marked with [SPAM] in the message header.
Our Enterprise Customers are also given the chance to set up a quarantine where suspect email is sent. The first time an email is sent to quarantine you will receive an email with a link to access the folder. From there you can delete messages, deliver them, classify them as spam, or add them to your whitelist (i.e. classify them as not being spam).