To setup an smtp server on Linux is super simple. There are a lot of manuals online. And there are a lot of providers where you can get a VPS in a couple of minutes for a day or more.
But there are a lot of problems with this setup. I have a VPS already for some years. Never used it to send spam. The IP is also not on a blacklist. But all emails I send to Microsoft email adresses (Outlook, Hotmail) arrive in the spam box. This is because the IP doesn’t have a reputation. So even before doing something bad the email already gets treated as spam.
Many servers use spam blacklists. If your IP is on one of these blacklists they will simply refuse to accept connections from your smtp server. It takes only a couple of complains and your IP will be there.
I now send all emails with Amazon SES. They ask about $1 for each 10.000 emails. I never understood there pricing structure, till now I never paid anything. But they will not allow you to send spam.
Yeah, AFAIK it’s illegal in whole world, although there are some ways around it, like saying you do cold mailing to look for a client etc, i’m not a spammer nor an advocate so don’t quote me on this
Laws are different in different countries. What can a country or law enforcement do against spam coming from China or so ? And you can also hide your identity. In my country you must do really crazy things before law enforcement does something. We have a website where you can report spam. But they will not do anything if they get 10 reports.