Explanation/Reference:
To configure SPF records in the Windows Server DNS, follow these steps:
Click Start, point to All Programs, point to Administrative Tools, and then click DNS.

In the left pane, expand the DNS server object, and then expand Forward Lookup Zones.

Right-click the domain folder to which you want to add the SPF record, and then click Other New

Records.
In the Select a resource record type list, click Text (TXT), and then click Create Record.

If you add a record for the parent domain, leave the Record name box blank. If you do not add a record

for the parent domain, type the single part name of the domain in the Record name box.
In the Text box, type v=spf1 mx -all.

Click OK, and then click Done.

Reference: How to configure Sender of Policy Framework records in the Windows Server 2003 Domain Name System
https://support.microsoft.com/en-us/kb/912716