You will have to create a filter to apply automatically the suitable label:

For instance, all messages coming from Amazon.co.uk, apply the label Amazon-Uk as shown on the picture below ;

 <img src="../modules/amazon/views/img/tips/en/filter.jpg" />

Please note the presence of the asterisk (*@amazon.co.uk)

You will repeat the operation for each marketplace (.fr, .de, etc.)