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Information on running SpamD on Windows: SpamdOnWindows
http://www.jam-software.com/spamassassin/online_manual/EN/intro.html provides more detailed step by step information. The below info is largely a digest of said info.
You'll also find a pre compiled version of SpamAssassin for Windows that can simply be extracted and run here: http://www.jam-software.com/spamassassin/.
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