Yes, Sunrise mail offers spam protection.
You can also mark undesired e-mails as spam. In order to mark an e-mail as spam select the e-mail, click on "More" at the top right, and then select "Move to Spam". This will ensure that e-mails from this sender will always be sent directly to the spam folder from now on.
After 90 days, the content of the spam folder will automatically be permanently deleted.