MS Exchange and Outlook have limited capabilities to block spam. Most of the mechanisms available to them are relatively unsophisticated and prone to false positives. It is assumed that you will integrate third-party anti-spam products into any Exchange-based solutions such as Mailsweeper or GFI Mailessentials.
In the case of Linux-based clients most have similar anti-spam features to MS Outlook and are of limited effectiveness. The sole exception being Mozilla Thunderbird which has some slightly more powerful features in it -- though these require some configuration and are still subject to some false positives.
In the case of Linux-based e-mail servers most of these, with some configuration changes, have a number of built-in anti-spam features. This is particularly true of Postfix which provides a large number of variables that can reduce the volume of spam you receive. This generally though does not mitigate the need for a third-party add-on to prevent spam such as SpamAssassin or Bogofilter.
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