I'm surprised that the action of marking a message as Junk doesn't provoke the automatic creation of a new Junk folder.

You can of course just make a new folder and call it Junk, but it won't have the distinctive characteristics of the regular Junk folder. But you can fix this by installing the Folder Flags add-on and use that to set the properties of your home-made Junk folder.

Use right-click to create a new (sub)folder. Open its properties to set its Junk flag.

The problem is that, indeed a new Junk folder appeared, but the filters I defined before do no longer function, that is, don't "put" "their emails" in the Junk folder

Use the add-on to make it into a proper Junk folder. And review the account settings to check what has happened to the Junk Controls settings. They may have lost their way.

However I suspect that your filters will have disabled themselves. This is what usually happens when their target folder disappears.

Thanks, but I think I have to re?program? my filters...

In Message Filters, are the filters actually enabled - have a checkbox selected ? For each filter - check a couple - Do the Filter Rules say to apply filter when eg: 'Manually run' and 'Getting new mail' ?

I have the problem in which none of the filters that I have put in to toss spam into the junk folder are working. All the little boxes that enable each filter to work are checked. This change seems to have happened within the last couple of days.