As sieve has to get executed in the servers, it the issuse of the mailserver admins to set up sieve directories and enable sieve options for thier Cyrus or what ever.
A word of pleading here: please design an interface that will work even when (a) The inbound SMTP handling is not on the same host as RoundCube (or for that matter, IMAP); and (b) RoundCube, SMTP, IMAP and MySQL all run on multiple hosts.
In our configuration the RoundCube "server", the MySQL "server" and the Inbound SMTP & IMAP "server" are all separate load-balanced clusters of servers. (This is done both for scalability and security reasons; running on a single host, or multiple services per host, are just not options for us.)
-Martin