To find Gmail's spam folder, look at the left column where the folder names and labels reside. In this list will be a spam link. Clicking on it will take you to emails marked as spam.
To set up a spam filter, select the email that Google is throwing into the Spam folder. Click the three-dot button, then click /"Filter messages like these/" and click /"Create filter/". You will be asked what action should be taken, check /"Delete/" and create the filter.

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