The first you have to enable sieve plugin for dovecot. Please see the following doc.

how to enable sieve for snappymail

Then, edit the configuration file '' for roundcube and update the following option.

 $config['plugins'] = ['managesieve'];

Now restart dovecot and webserver. Everything should work.

Please note: I am using roundcube Stable version - 1.6.7. The older version may not work as this way.