How do I produce Spies?

You don't. They come automatically, additional spies can be acquired if you build certain wonders. Check the Introductory thread for more info.
 
Once anyone hits renaissance, everyone gets one. You then get another for each new era you reach, and another with the Intelligence national wonder (if you build it).
 
It's called the National Intelligence Agency or something like that, you can't get it until you have Police Stations in all of your cities and I THINK it's a Modern era wonder, but it might be Industrial, I don't remember.
 
Which wonders are these that produce spies?

I already told you, read the introductory thread for more info. It's stickied for a reason
 
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