I was configuring the mail app in OS X, but I quickly noticed something. When sending email, the sent mail would be put in a folder locally and not on the server where it should be.
Here's how to solve that.
Open OS X Mail app. This is also assuming you already have your email configured.
On the left side you will see folders like Junk, Trash, Sent, etc. If you click those and there is already emails in there, that is most likely your folder on the server.
Click the email and then go to Mailbox-> Use this mailbox for -> and select the purpose (ie: Sent)
Now it has been setup to use that specific folder for that action!