Why doesn’t my "Inbox (on my computer)" folder show up in the left hand nav? I know it exists because I can move emails into it. How do I get it to appear there?

I'm under the impression that the "Inbox (on my computer)" should be a default folder located along with the other folders in the left had nav bar (it is not there).  My account is an exchange server but I need to archive older mail onto my computer.  I assume this is the reason that my computer is not archiving the email even though I have set up the rule and enabled it.

Please help.