How do I do the SPF setting for my Nurture account?

If you don't have an SPF record yet, you'll need to add one for your domain. At a minimum, the value should be the following if you're only sending mail through Nurture for that domain: v=spf1 ?
all If you already have a TXT record with SPF information, you'll need to add Nurture's servers to that record by adding ?all in the record (before the last operator, which is usually ?all, ~all, or -all).