Assuming your email messages are in an IMAP account, they are stored on the iMAP server, not on your iPhone.
Normally, IMAP stores messages in
both places, on your phone and on the server. If you move (including move to trash, aka 'delete') a message, it moves it locally, and next time it talks with the server, the server also moves it. The local cache of any other computer using the same IMAP account will move it accordingly also when the server informs it of the move.
This allows you to read your email offline. Otherwise it would be like webmail, no connectivity meaning you can't read your mail.
Although, if you make a LOCAL folder on your mail app, and move an email into there, it will be deleted from the IMAP server and not cached anywhere, getting removed off other synced computers as well. So be careful what you move into a "local mail folder", when you do that it exists only on that computer.
I don't know of any way to tell your computer to "not sync this folder" if you have a folder in your IMAP that you don't want cached on your phone.
