I'm afraid there is no way that you can add filters/mail rules in the iPad's Mail app or, as far as I'm aware, other third-party apps. These rules need to be added on your service provider's email server - perhaps using web mail to set up the rules. The iPad's Mail app is, more-or-less, simply a window into your service provider's email server and it does not provide any of the functions that you have in, for instance, Windows Mail. So you cannot create folders in Mail, you need to create them on your email server and then the iPad will reflect them (if you're using the IMAP mail protocol).
Tim