Thanks for sending the report. It looks to me like the plug-in is installed and activated, and the log shows that Mail did load it on March 28. If you still don’t see the SpamSieve commands in Mail’s Message menu:
Once I train SpamSieve, will I have to open the Spam Folder, select all those messages, and then delete them or can SpamSieve send those messages directly into Trash?
I recommend reviewing them in the Spam mailbox before deleting them, so you can check whether there are any mistakes and train them as good, but it is also possible to modify the SpamSieve rule in Mail to send the messages directly to the Trash. If you do that, you should turn off the Auto-train with incoming mail option.