Sam, unless you have a branded sender domain on your instance (this would need to be added to your Marketo subscription, and while you may well want to add it, if you haven't you're still in the default state) then the SPF for your domain is not looked up.
When you say "sending DNS" this is actually ambiguous, because the visible From: header (a domain that belongs to you) and the envelope sender (*.mktomail.com) need not be the same, though both can be referred to as the "sender" in common usage.
Similarly, as Justin said, "DNS domain" could refer to the domain in your From: header, the LP domain, or your branding (tracking) domain. Each is a "DNS domain" if they are domains you own.
DKIM-wise, Marketo signs the From: header but does not include the Reply-To, for what that's worth.
Anyway, reading between the lines, it seems like you may be wondering if From: <myname@example.com> with links in the email body to http://clicktracking.another-example.com is going to impact deliverability. My answer is that any effect is is negligible. But make sure that you have DKIM and SPF both set up for the From: -- even if SPF is not currently consulted you might as well be ready if you add a branded sender later.
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