the same way you manage it with a GUI mail client. if you use a mailservice that includes a spam-filter, you can use mutt's imap support to access it, and thus access the filtered mailbox like any GUI or webmail client would.
for your own personal domain, either use a service that supports personalization. (gmail does, but there should be others) and you are covered again.
if you want to host your own mail server, then you'll probably want to run your own spam filter on that server. it works by having the mail server forward the mail to the filter (which can be local or remote) and then deal with the mail based on the response from the service.
greetings, eMBee.
