Depends what kind of spy is or what province it is. For example : If you send 3 spies into someone's capital it will give you some basic information like resources trading, relations with other players etc. Increasing number of spys will give you more informations. It will even give you information about their armies

3 or more Military Sabotage spies in an empty province will reveal a country's army.
Adding more of any spy will increase the chances of anything happening.