The 25mm H&R or Eibach spacers come with bolts to attach the spacers onto the hubs. The original wheel bolts then attach the wheels onto the spacer, just as if it was the hub.
Thinner spacers ~10mm each can't be attached to the hub and then have the wheel bolt onto it as theres not enugh material to screw into. These may or may not come with wheel bolts, so it's worth checking with the manufactuer/supplier.
If spacers are just used to correct an offset, theres going to be no difference to the original spec wheel being used. Likewise, going for large differences in wheel offset is just as bad, yet no one seems to think going for ET35 wheels on an RS133 is a problem but they get knickers in a twist at adding 20mm spacers and getting the same geometry