In the mailbox settings, select a spamfilter policy, e.g. normal. Then go to the spamfilter policys and change the score value for the spam tag level2 and the kill level. I recommend that you set spam taglevel2 to e.g. 3.4 and the kill level to e.g. 5.0 You should also enter a subject to mark spam emails that are between taglevel 2 and kill level, e.g. "***SPAM***" so your users can filter them easily in the local mail client.
You should never send a message back to the spam senders, as the sender address of a spam email is faked in 99% so you send spam yourself in this case if you reply on spam emails.