Mac Mail may not automatically include all of your IMAP folders by default when you set up your account.  You can use the instructions that follow to include those folders using Mac Mail.

1. Open your Mac Mail client
2. Click on Mail in the top left corner on the menu bar, then Preferences
3. Select the mail account you wish to configure
4. On the bottom right, click on Advanced
5. Make sure Enable This Account and Include When Checking for New Messages are turned on
6. Close the window
7. In the column on the left marked Mailboxes Ctrl+Click (or right-click) the Inbox icon
8. Click Get Account Info
9. In the window that appears, click on Subscription List. You will see the list of folders that are available for synchronization with your IMAP account
10. Use the buttons at the bottom Subscribe, or Unsubscribe to the folders you want
11. Close the window, then click Mailbox in the menu bar
12. Click Take All Accounts Offline, wait for everything to go offline, then click on Take All Accounts Online

Repeat these steps for all IMAP accounts that you may have set up.  You should now be able to use the folders available on your IMAP server.