It doesn't. In fact John the Evangelist said at least twice that all Christ's teachings and deeds were not recorded.
But His teachings on Hell certainly were recorded, and the many parables He gave regarding what Hell is surely makes it seem like Hell is a "place". I don't know why Christ would compare a strictly "spiritual" Hell to a physical place like Gehenna. In Jesus' story of Lazarus and the 'rich man', he said the rich man went to Hell, and He described part of that rich man's punishment as being physically thirsty for water. Note that Jesus did not say the rich man was spiritually thirsty to see God. Though we can be sure he was suffering the loss of God, Jesus wanted us to understand Hell as a place of physical suffering too. Perhaps many people want to deny that Hell is a real "place" because they don't want to fathom what it would be like to be there.
You really don't want to understand this, do you? To say hell is a state doesn't mean it has no physical aspect. It means the physical aspects are intrinsic to the reality of the sinner, and not extrinsic to where the sinner is. The fire of Gehenna came from the constant consumption of the trash tossed into it, not from an external fuel source.
In Jesus' story of Lazarus and the 'rich man', he said the rich man went to Hell, and He described part of that rich man's punishment as being physically thirsty for water.
How did he thirst? He had no body. The thirst he spoke of was from his soul seeing the material fire all about it caused by its eternal consumption as human refuse by the fire of God. The rich man's soul was aflame, and it thirsted because of the fire of its own destruction in the presence of the consumming fire of God.
The fire of God warms and enlightens the saints (Apocalypse 22.5), refines the imperfect by burning away their dross (1 Corinthians 3.12-15), and consumes the damned (Hebrews 12.29, St. Matthew 10.28).
The eternal state of the person is the reaction of their soul to being brought into the presence of God.
Perhaps many people want to deny that Hell is a real "place" because they don't want to fathom what it would be like to be there.
Perhaps you want it to be a real place because you find the whole idea of God loving sinners to be contrary to your picture of Him?