If you have stainless steel spokes (bright, shiny, yellowish color & non-magnetic, or barely magnetic)) soap and water, or a bit of solvent (mineral spirits, paint thinner, or the like) on a rag will do a great job, removing oils and the dirt adhered to them.

OTOH- is you have zinc plated or galvanized spokes, (matte silver gray finish, similar to that of chain link fences, magnets stick strongly) these dull over time, and while you can wash oil and dirt off with solvent, you cannot effectively brighten them. Anything you may be tempted to polish them with -- steel wool, metal polish, scotch brite, etc. -- will only strip the plating making the situation worse.