Google has quietly removed both the iOS and Mac versions of its Sparrow email apps from Apple's App Stores, amid reports the company is shifting to focus more intently on its revamped Inbox. Gmail for Mac is the best and most powerful Gmail desktop client. It's perfect for quickly accessing your Gmail account without ever needing to open a web browser. The app is fully feature packed and built for speed and ease of use. Gmail is available across all your devices Android, iOS, and desktop devices. Sort, collaborate or call a friend without leaving your inbox.'
You can try this in Apple Mail:
Search Gmail Inbox For Mac
Create a new mailbox and select the account. For the mailbox name, type Inbox/new mailbox name and then quit mail (meaning type 'Inbox/' preceding the mailbox name). Open Mail and it should create a subfolder under the inbox of the account selected. I haven't used this, so I'm not sure how well it works.
Note that when you view this at the webmail site, the sub mailbox will not appear under the Inbox. It will appear as an additional IMAP mailbox (label in gmail).
Inbox Gmail For Mac Desktop
I have created sub mailboxes under my gmail account as seen below to test: