Thank you for your reply.
I right clicked on the "Mailbox - Username" and then "New folder". Typed a name for the new folder and hit OK.
You are right it was not an Inbox subfolder, it was a Mailbox - Username subfolder. It was under the rest of the outlook default folders.
I have got an exchange email account and a few days ago I received an email from the administrator saying that I have exceeded my mailbox storage limit. That stopped me from receiving emails so I created a subfolder under Inbox called SentEmails and I moved all my emails from...