Copy the files 'spam-o' and 'spam-o.dat' in one of the following directory:
* /usr/local/share/games/fortunes/off/
* /usr/share/games/fortunes/off/
* /usr/local/share/games/fortunes/
* /usr/share/games/fortunes/
or wherever your unix puts fortune files.
In Linux, if you put the files in an "/off/"(ensive) directory the fortune program will read the files only when the "-o" or "-a" option is used (for details: man fortune).
If you're interested in Italian spam, you've to copy also the files 'spam-ita-o' and 'spam-ita-o.dat'.
The charset of both files (spam-o and spam-ita-o) is UTF-8; convert it to suite your system, if needed.