In FIMS CRM there is no special programming for Allow Mail.   The report writer is a raw report writer similar to data grids in FIMS.   If you want to exclude those with Allow Mail unchecked from a mailing in FIMS CRM, you will need to select Allow Mail = yes.

FIMS is specifically programmed to exclude anyone with Allow Mail unchecked from exports (they still appear on regular reports).  This does not apply to data grids.
Related Note: The Solicit checkbox has no effect on exports or reports.  If you want to exclude someone from a mailing who has Solicit unchecked, you must make that selection in the export.