If it's purely SPAM, just delete it. No need to warn, send PM, whatever.
They may probably be gone anyway since they are smart enough to know that once they spam the site, they are going to have to deal with the complaints. Then ban their IP for re-registaration. If you need help to look after those, you should ask for volunteers from the members (such as from current MODs).
Personally, every sites I admin, I don't tolerate Spam. One strike and you are gone.