I just click on the 'Report Spam' button, and that seems to do the trick. I don't know, but I suspect, that this then automatically blocks mail addressed to you from that sender.
If they get a lot of the same message they will analyse it and add it to their filters.
Unfortunately blocking a particular sender does't help much - every spam message I get is from a 'different ' sender. They generate it that way to avoid detection.
I would agree with dzug, I use mine for business and get spam every day. I did try reporting it as spam and blocking sender but but a waste of time and now just delete it and move on. The never-ending adverts for Viagra etc. are headed with something they think will grab attention but now I just delete without opening.