Assuming that you're logged in with an account that was given permission to use the spam tools, just click on their user name and you'll get their user card pop-up. Hover over their avatar and at the bottom of the avatar you'll see some links including a "Spam" link. That'll allow you easily take care of existing content. When viewing threads you should also see a "Spam" link in the bottom left of every post where the user's name is, the post date, and the "Report" link.
If you're dealing with old content, for example, if you are merging sites together, then be sure to also check out the options in the ACP => Options => Spam Management section. In particular, check the "Spam Cleaner User Criteria:" options. Based upon the "Spam Cleaner User Criteria:" you might not see the "Spam" link for some users even though the account you are logged into has permissions to use the spam tools.
If you're sure all of your Spam Management settings are right and still don't see the "Spam" links, then check what user groups the account you are logged in as belongs to and make sure that they belong to a group that has "Use the spam cleaner:" enabled in the User Group Permissions (your moderators, admin's, etc.).
Thanks for the info. It was all there and working. My problem is that I've just started on XF but been using VB for years. On VB I have a "report post" icon and I was thinking the "spam" link allowed members to report spam. Just need to get more familiar with how the program works.