How to find Spam catagory messages

The folder list is customisable so it may be that "spam" is not shown by default.

Press "more" to see more folders.
Direct Link :- https://mail.google.com/mail/#spam

You can drag them around if you frequently want to check spam

Filter Not work:- 

All Mail is the entire contents of your GMail account, as its name suggests. Delete that, and you wipe your account clean of everything but Trash and Spam.

Removing spam:-  http://mail.google.com/support/bin/answer.py?hl=en&answer=6602
False-positives:-  http://mail.google.com/support/bin/answer.py?hl=en&answer=9008
spam handled :- http://support.google.com/mail/bin/answer.py?hl=en&answer=78759
Well, if nothing else helps, you can still create a filter that all emails sent to the address you mentioned should be deleted.

Using filter:- http://support.google.com/mail/bin/answer.py?hl=en&answer=6579#0

If the mark-as-spam doesn't work, you will have to set up a filter eventually.

When you set up the filter, you can set it for the whole domain: put the domain in the "from" field not the whole address(es).