HOWTO in few steps:
1)
You have to Right click on the Unified Mailboxes (directly on the root folder) and then you select "Account Settings"
2)
Opens the window "Unified Mailboxes". Select one and click "Modify".
3)
A new window will open with title "Add an Unified MailBox".
Here you can select different folders from different (or same) accounts that you want to be unified under the same folder.

That is it.

Thank you radovid! This is exactly what I was looking for. I had an empty unified folder and had no idea what to do with it.