Help!scam

Enable Spam filter in your email setting in order to store all the junk mails and you delete them all at once.

Yes you should enable the spam filter/guard. You do this by clicking the "Options and then Spam settings. You can then set it as you like.
For my own mailbox, I set it to treat/delete every message I marked as spam upon receipt. So any message I marked like that will be automatically deleted and the particular address will be blocked from sending any mail to my box. That's what I did and it is really helping me a lot.