Do not send a Reply.
Do not follow any instructions included in the message.
The most effective step is to disclose the problem to the sender's Internet service provider (ISP).
All mail is sent from a server somewhere. Server Administrators generally comply with good email practice and do not want spammers using their systems for this kind of activity. Normally, ISPs have policies in place that forbid using their systems for spamming; they will shut down offenders that they know about.
Yes you can - check the "From" area of the email message; the text after "@" in an email address or the last part of the server name in a URL is the domain the mail came from.
For example, http://www.abcd.anydomain.com/yy.htm has a domain of anydomain.com and anyone@anymail.com has a domain of anymail.com.
Forward the entire message (including full headers) to abuse@anydomain.com
(replace anydomain.com with the domain name you found in the email). Describe
the spam situation, send the email, and await any possible further instructions.