SaneBox works with any email service that provides IMAP, EWS/OWA or Active Sync such as Yahoo! Mail, Gmail, AOL, Mobile Me, MS Exchange and many others.
Services that provide only POP, such as like Earthlink and Comcast, are not supported by SaneBox. If your client is using POP to read mail, then you won't see your new Sane folders.
Most email services allow you to switch from POP to IMAP. Get some background on POP vs. IMAP and how to convert your POP settings to IMAP settings in 5 minutes