in the folder option on the left (in the navigation pane), you should see a folder called Search Folders (see Red box in graphic below). Click on it, select new and then a Window appears (Control+Shift+P is the shortcut).
click OK (Unread email should already have been highlighted) and this will show you the unread emails. FYI You can drag this search folder into your favourites (at the top of the navigation pane).
Also, ensure you can see your folders (Green box)
When you select the Unread email folder, you should have the option (if it doesn't show you already) to add a column called Folder by right clicking the columns and selecting Field Chooser, then drag the field called folder into the columns:
