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.
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.