Yes, I encountered this problem. To create the other boxes:

1. Add a box by the menu "File | Add mailbox"
2. Choose the menu "Create new account"
3. In tab "Receive" and lineedit "Default Inbox", replace "Mailbox" in "#mh/Mailbox/inbox" by the name of your mailbox created on 1.

Claws-mail seems to be a very good mail client and it's usage is pleasant with the windows in full screen. I chose to hide the menubar on fullscreen to increase the visibility. In this case, the toolbar allows to launch the main actions.
Many themes are available on the home page on http://www.claws-mail.org/index.php

Enjoy