Of course the pedals didn't come with cleats, if you got them from the used pedals bin. Bring the bike to the LBS, have them sell you the cleats that work on the pedals and mount them to your shoes. Most likely the pedals use the Shimano 98A cleat that is used with Shimano mountain bike pedals. That is usually what people mean when they say "SPD", because the Shimano road SPD cleat isn't very popular. If that is the case here, then the cleat will cost around $15 a pair, maybe be labeled Wellgo or Shimano, your shoes need to have the nut plate (small rectangular plate, threaded for the cleat's two bolts, fits in the sole of the shoe). My LBS gave me a pair of nut plates free. The 98A cleat will work with various makes of pedal, Shimano mountain bike pedals but also Wellgo "SPD compatible" pedals and others made by Wellgo, like Ritchey. These include some road pedals (single sided, lighter than two-sided mountain pedals).