You can still use your existing email rules (filters) with SaneBox.
Email rules created from inside your webmail normally happen "server-side", prior to SaneBox processing that begins as mail reaches your email account Inbox on your mail server. So, rules you set from webmail access for most services tend to be carried out prior to SaneBox processing.
In this way, you still have the potential for using your own specialized email rules as well as a full selection of SaneBox services. Rules set from a webmail interface live right on your server and run all the time.
Email account rules set with tools built in to your own email software (client) tend to be carried out in spurts, and are subject to your connection and your computer being on.
Because SaneBox is more closely interacting directly with the email server, SaneBox processing will often occur prior to any rules/filters running from in your own locally installed software app.
The webmail sites for hosts like iCloud, OWA for Office 365 or Exchange, and Gmail or Google Apps, and most others, all have choices to make custom mail rules.