In an SPF record you actually define from which IP addresses and/or hostnames (mail servers) e-mail is sent on behalf of a domain name.

The moment you send an e-mail through the server to Gmail, for example, Gmail's mail servers will see that there is an SPF record in the DNS of the domain. Gmail will then see that the mail comes from a certain IP-address and will match this IP-address with the SPF record.

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