When I delete messages that are crap, what should I put that under, junk or report phishing scam. I have no idea what the difference is.

Junk is just emails trying to sell you stuff. A phishing scam is an email that pretends to be from a bank, or another organisation, and gives you a link to ‘verify security details’, or similar. The link takes you to a site that looks identical to the site of the bank, but is infact owned by scammers, and entering your details will send it to them.

I regularly mark all my junk mail as phishing scams and still get mail from the same source. Does marking it a scam do anything at all?

Mail follows a certain ‘protocol’ and part of it is that when you get your mail from the server, it sends a ‘message’ back to the sender saying "mail delivered to a valid address" so the spammers know it & keep sending junk, plus spread your address to other spammers.

Merely ‘deleting’ from your mail viewing application will not stop this cycle, and ‘block sender’ fails because it’s only blocks that specific sender…& once they discover your address, all they have to do is change a single character of the senders name, and they start getting their junk through again (depending on your filtering settings).

You want to end that notification, from the Server (your ISP) level.
Get a program that will ‘preview’ all mail while still on the server, and ‘bounce’ the selected mail back to the spam sender ; in effect saying, ‘This address is invalid’ and they eventually stop sending junk. (Not instantly, but it’s a start).

Try ‘Mailwasher’ Free, for 1 POP3 mail account. Upgradeable for multiple POP3’s & web based mail.

http://www.snapfiles.com/Freeware/comm/fwspam.html

(Other applications available here also.)
A well know & trusted site.