That would be something you configure on the mail client. It's up to the mail client to store the sent mail into your mailbox's sent items folder (using IMAP, EWS, EAS, MAPI, whatever protocol you use).
It's not related to the SMTP submission itself.
There are maybe some clients that you can configure to store the sent mail in a specific folder based on rules, but to be honest I never looked if such an option existed.
Kind regards
Sébastien Riccio
System & Network Admin
https://swisscenter.com