In order to check whether the SpamFireWall works, you should go to the site with additional parameters in the address bar:
mysite .com - the address of your site.
It is important to make a transition from your browser without established "Cookie" to the audited site. You could use incognito mode for this pupose.
Use this manual to enable incognito mode in your web-browser.
Then you will be redirected to the page SpamFireWall lock. It should look similar to this:
And then, after a few seconds you will be redirected to the home page of your website.
If that happened, then SpamFireWall is active and working normally.