I have a new Gmail emailadress. Have I to change something in the set up of Spamsieve?
No, if you did the normal setup in Apple Mail, SpamSieve will automatically filter all of your accounts.
How is it possible that this morning I received one message adressed tot my Gmail adress in the junk folder and not in the Spam folder.
That is probably due to Gmail’s server junk filter. Please see this page.