It queries the domain's SPF and DMARC TXT records directly, parses each one to explain what its policy actually does, and checks a set of common DKIM selector names for a signing key. MX records are checked too, since they confirm whether the domain is set up to receive mail at all.
How to fix what it finds
Each record is configured the same place: your domain's DNS settings, usually through your registrar or DNS host. Your email provider (Google Workspace, Microsoft 365, or your ESP) publishes the exact SPF include and DKIM selector/key you need — the fix is almost always copying their provided values into a DNS TXT record, not writing one from scratch.