(this is a question I had myself. I eventually found the answer, and hope that by posting it here, someone else will be saved the pain I had)
I have created a number of rules for moving mail into various folders. I wanted to see if I could consolidate some of the rules, as there were a number of senders all of whose mail should be moved to one particular folder.
The problem was that I couldn't find the Rules page!
I thought it had something to do with Options, so I clicked Options->More options.
There's an entire page of options, but I couldn't see anything that had to do with moving mail.