so it sounds like your outlook, which downloads to pst, is classifying it as junk and putting it into the pst junk folder. that's ok.
it also leaves a copy on the server, which is great.
if you're not accessing your mailbox with outlook connected via EXCHANGE, then your junk will stay in your inbox because the spam filtering happens with outlook-exchange, and not at the server level itself.
since your outlook-pst is using pop3/smtp, there's no way it can replicate folders. there's no function for pop3/smtp to tell the server to move something from the inbox to another folder (other than deleted of course)