Sometimes you need to query other DNS server by hand to get the information you need. This can be done easily via CMD and the Microsoft nslookup tool. Here are some examples:
Query google DNS to fetch the MX Records for a given domain here for heise.de
nslookup -type=mx heise.de 8.8.8.8
To fetch the information for a SPF Record you need to read the text record via:
nslookup -type=any heise.de 8.8.8.8