Typically they'll submit links in the "Link" or "Name" field.

But as you say the majority of spam submissions will actually include a link in the body of the comment too.

(Actually many comments include the link with numerous variations: BBCode, HTML, and even Markdown formatted. As a heuristic it is easy to write off spam that uses three or more different linking stratagies - I do that in my blog-spam detection service @ http://blogspam.net/ )