As Devin says, first step is to figure out where the nameservers are for your domain, using the dig command he's given.
If you aren't the owner/admin of the server that's named as authoritative for your domain, you need to contact the person who is the admin.
If you are the admin, then the nameserver program would normally be Bind, and the configuration file for it would normally be:
/etc/named.conf
That file, named.conf will contain a few lines that tell you where the data for your domain goes. Look for something like:
zone "example.com" IN {
type master;
file "example.com.zone";
allow-update { none; };
};
The critical line is file "example.com.zone" That tells you that the data on the domain example.com is in the text file:
/var/named/example.com.zone
Then, you edit the example.com.zone file and add a line for your SPF record:
example.com. TXT "v=spf1 ip4:111.111.111.111/29 ip4:111.111.111.111/24 a mx ~all"