eM Client categorizes messages based on its own algorithm, but of course, it might not match everyone’s preference.
You can easily drag a message into the desired category or right-click the message and select Category and then the specific category you want this message moved into.

Changing a category will also create a custom rule for this account - future messages from this contact will be organized into the same category. If you want to change category for all past messages as well, hold SHIFT key while dragging the message. To recategorize only the one specific message and to avoid creating a custom rule, hold ALT while dragging the message.

As eM Client learns your preferences when it comes to categorizing your messages, you will need to use these shortcuts less and less.

You can find all settings for this feature in menu > Settings > Mail > Categories.