Zimbra & SpamAssassin will automatically train when you click on junk. A cron job process runs at 11pm
to go through the special spam and ham accounts to update the Bayes. If you do not wish to wait you can go to the CLI and as the zimbra user execute the zmtrainsa command. You will require a minimum of 60 spam/ham emails before the Bayes will start to work. You should also have a read through Improving Anti-spam system - Zimbra :: Wiki and search the forums for spamassassin.
0 23 * * * /opt/zimbra/bin/zmtrainsa >> /opt/zimbra/log/spamtrain.log 2>&1