How can i check a address to make sure its from who it says it is?

i got a letter saying i won how do i check it for a scam it says check here exchange defender?How can i check a address to make sure its from who it says it is?This is a scam email to steal your bank account. You didn't win anything. This is a common scam hitting many at this time. Just mark it spam and forget about it.

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