To get the headers, you can right-click on the message and select Options.
Else, in the message, select Viw | Options from the menu bar.
From the headers, you need to select the actual IP address and look it up
using one of the IP address look-up sites (which are region specific). That
will only give you the company that holds the IP addresses. They will
typically have an "abuse" address that you can write to with the offensive
e-mail and full headers. But don't hold your breath, they are unlikely to
do anything like suspending the spammer.