The spam filter works by blocking messages it knows to be malicious or unwanted. If you are receiving spam email in your inbox, the best thing to do is mark it as Junk! This not only removes it from your inbox now, it also trains the spam filter to block similar messages in the future.
If you are using Outlook for Windows, this option can be found here:
In addition, always feel free to contact the Helpdesk if you have any questions or concerns regarding suspicious or unwanted emails.