The way I'd do it is to select multiple emails in your Apple Mail by holding the command key and mouse click on the ones you need to mark as spam. The good thing about this process is that you con't actually open the emails - Mail won't display multiple emails in the preview window.
The "Mark as Spam" button is the one with the hand/fist on it and the thumb pointing down. With the spam email selected you can also go to the menu bar: Message -> Mark -> As Junk Mail
There will be a separate folder below your inbox holding the spam messages. When marking emails as spam, Apple Mail learns what to consider as spam and over time move emails into the folder on its own. I usually check that folder once a week to make sure nothing important made it in there and delete them permanently.
Apple Mail won't just start an app or install anything when opening a malicious email. Therefore I don't think it's an issue to select a message and mark it as spam.
On a second thought (I just tried this): You can also have a general email selected (something that's not spam) and instead of "left clicking" on a spam email, use the right click right away. You can then select Mark -> As Junk Mail from the context menu without actually displaying the email contents in the preview window. That might be the solution you are looking for
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