If a spam conversation has found its way into your inbox, you can easily move it to your Spam folder.
In the conversation toolbar, click Spam:
The conversation will move out of your inbox and into your Spam folder. Once in this folder, the conversation will no longer appear in searches.
Once a conversation is in your Spam folder, you can use the conversation toolbar to do several things with it:
If you need to locate an email that has been marked as Spam, you can do that from the Spam folder in the sidebar: