The SPF record is set up by the owner of the domain, on the server which hosts the DNS record for the domain.
If your ISP is for example ZEN and you are using their collective email address style, then give them a call and ask if they have set it up for
*@zen.co.uk or whatever.
If you are using your own domain then the ISP hosting it should set this up for you, upon request.
I run my own email server (a PC in the office) but use a company for the DNS function for the domain name, and they provide a control panel through which it can be configured.
However, SPF is of limited use because currently so few recipients check it. I guess that it helps in some cases, in helping your recipients to determine that your email is not spam, but you can't use SPF at present exclusively to see if the incoming email is spam because so few people implement it.