The link would just be "Spam" by default.
There is no "spam management" permission but do make sure they have the "Use the spam cleaner" permission. If this should be set for them and it isn't working, then use "Analyze permissions" under "Permissions & groups" in the Admin CP to check if there's anything overriding it.
Finally, under Setup > Options > Spam management check the "Spam cleaner user criteria" option.