The magnification isn't really that large in this particular picture. The Scanning Electron Microscope (SEM) is best used for surfaces and superficial structures like in this picture, as its strength is the 3D effect. You could surely get great pics of spermathecae with an SEM.
The one to show extreme resolutions would be the Transmission Electron Microscope (TEM), which work similar to a normal optical microscope, just instead of light the pictures are generated with electrons.
Basically you can show an entire sperm cell in 3D with an SEM, but the fine (= ultra-)structure of a sperm cell would be best pictured with a TEM, by looking at an ultra-thin slice of the cell and seeing all the little gimmicks and gadgets that make up this little powerhouse