The spammer didn't - the domain doesn't exist but lots of mail services will accept any email address in the presentation From (or header From: which is they pa

The spammer didn't - the domain doesn't exist but lots of mail services will accept any email address in the presentation From (or header From: which is they part displayed by mail clients) and it can be different from the return path or Mail From address used in SMTP. Used to be a common prank to send mail to friends as "santa@north.pole". If you can view the full headers, there might be more info about where the email actually came from like the return path "From" and the IP address of the sending servers.