"check you spam" = check the spam in you email. Sometimes legitimate emails end up in your spam box. So you have to check it every now and then.

Sorry. I have no idea about .BR. To be honest, it sounds like rubbish to me. 'Spam' (in an internet context) means unwanted email - unwanted advertising mainly. So the answer doesn't really make any sense...

".BR" is the country code for Brazil? They might be saying that the file was sent from Saudi Arabia to an external server in Brazil and then to them.... Just a guess.

I'll try to interpret it for you, as it's non-native English. No wonder you're confused. "Control" means "check" here. This is a common mistake amongst English learners, as in many languages there's a similar-looking word to "control", but in their language it means "check, monitor" whereas the English meaning is usually "direct, have power over". BR looks like someone's initials. It's the end of the message. So, because the video will be sent through an external server, the person named BR wants you to check your spam settings. I'm not sure if this means you should check your protection and firewall settings, or if you should simply look in the "spam" folder in your email account. Maybe there's a lost email there.