gnus-spam-process-destinations

gnus-spam-process-destinations is a variable defined in `gnus.el'.
Its value is

nil

Documentation:
*Groups in which to explicitly send spam-processed articles to
another group, or expire them (the default). If non-nil, this should
be a list of group name regexps that should match all groups in which
to do spam-processed article moving, associated with the destination
group or nil for explicit expiration. This only makes sense for
mail groups.

You can customize this variable.