Suppose you want emails from xyz@example.com to go directly in to the label “myLabel” without appearing in Inbox. It’s bit tricky and the trick is here.

• Click “Labels” and then click “Manage Labels”

• Now go to “Filters” tab and click “Create a new filter”

• Enter the desired criteria.
• For example, to filter all emails from somebody, type their email address in the From: field.
• Click Next Step

• Make sure Skip the Inbox is checked.
• Also check Apply the label:.
• Select an existing label (folder) from the Choose label… menu or create new label.

Optionally, check “Also apply filter to conversations below” to move existing messages matching your criteria to the folder.

New messages matching your rules will arrive in their labels (i.e. folders) only. If you keep the Labels box on it and an eye on it, you’ll see labels with new messages highlighted.