The latest instructions are here. Previously, SpamSieve recommended separate training mailboxes for each account because it was not possible to move messages between accounts from iOS. So the only way to remote train was if you had training mailboxes in the same account. iOS has since removed that limitation, but it still holds if you’re accessing the messages via webmail. So it’s up to you whether you (a) want all the spam moved to the same account, and (b) want training mailboxes in each account.