When you set the rule up you tick the "Active" box below the box where you named the rule. If you did not do that when you set it up you need to go back to "Rules" and select the Rule then click on "Edit". This will take you back into the set up box where you can activate it.
As far as I'm aware, there is no 'run now' facility to run the rules retrospectively on the Inbox. The rule only applies for new mail as it arrives.
Your only option is to go into settings/mail/rules, select the rule, click Edit and tick the Active box to ensure your rules work as you want for future mails.
Note: Editing the rule will not cause it to run retrospectively so you'll have to move the emails you have already received using drag & drop