In Scrum, at a Sprint Review, "you inspect the increment and adapt the Product Backlog". Spikes (which aren't even defined in the Scrum Guide) are a method to capture things that your team needs to do in order to investigate, learn, and be able to deliver a Product Backlog Item in the current or future Sprint. There's no stakeholder value being delivered by completing a Spike.
Typically, there is nothing to demonstrate in a Spike. You haven't done anything to the project that you are working on. If anything, you may have completed a prototype or mockup. But you wouldn't want to demonstrate that at a Sprint Review for fear of giving the impression that there has been more work done on the design and development work for the Product Backlog Items.
Any completed Spikes are useful in the Sprint Review, however. Part of the purpose of the Sprint Review is to revise the Product Backlog. Based on the Spike, you have learned information about one or more other stories which may have led to additional detail being added, stories being decomposed.
So, no. You do not include Spikes when reviewing the work that you have accomplished in the Sprint. You may want to mention that you have done certain Spikes to better understand particular work, but that's about it.
Note: This answer was originally written against Revision 1 of the question. This revision only contained tags referencing scrum and agile. The information regarding SAFe was added in Revision 2. This answer is based on my experience with Scrum and Disciplined Agile Delivery and not SAFe. SAFe does have guidance on Spikes that, to some extent, disagrees with this answer.