Let's say that I have a folder and suddenly wish that I had used two folders. Can I create a filter and run it on the mails whcih I have already downlaoded, or will the filter only apply to new mails?
But it doesn't work with existing messages automatically.
If you create manual filter - it not will be applied on new mail. If you create non-manual filter - it will be applied on new mail. (You can see this option on Options tab).
In any case you can run filter manually - select "Refilter" from folder's context menu (for all or only selected messages).