Is it Spam or Junk Mail?

They are the same animal, just one is client side and one is server side.

Client side email filtering requires the person to set up rules and the email client must be open in order for the filtering to take place because it is done with the email client. For example, junk email in Outlook is an example of client side filtering. It takes a lot work on the part of the person using the email.

Spam filtering is a server side filtering system. It's always working so it's always effective.

I recommend if you are using an email client such as Outlook or Thunderbird, that you use your webmail interface to alter spam settings and not your email client's junk filter. Also if your computer crashes and you have set up junk mail filtering, your filter will be lost unless it has been backed up.