Depends on the email software you use... In some email software, filters can be set up very easily, in other software, less easily. The Help file for the email software you use should have more information. You can let us know what email software you use & perhaps we can offer some specific advice on how to set up a filter.
I use the following filter for these WGT forum emails: if an email contains the string From: "World Golf Tour - Automated Email" <noreply@worldgolftour.com>, move it to the WGT forum folder. That's it.
I have a different filter for other WGT notifications, such as those you get for Wall posts and PMs. I get to see those emails immediately, while the WGT forum emails I only see when I visit that specific folder. The filter for non-forum WGT emails is the string From: "World Golf Tour" <noreply@worldgolftour.com>, or sender address Members@WorldGolfTour.com.