If you have created additional e-mail accounts in the same Windows user account,
they will all use the same folders by default. The only difference is when you
create a new outgoing message, you're able to select which account is being used
(sent from).
As a workaround, you can create an additional inbox, such as Inbox2, and then
create a simple rule that moves any incoming messages for this account to it.
The other remaining mail boxes (except for Inbox) are shared.