The SPI bus does not contain an interrupt signal. But an SPI target device can route an interrupt request to the SPI bus master as a sideband signal i.e. nothing to do with the SPI bus itself.
The below diagram from your MCP2210 Breakout Module User’s Guide illustrates this. The SPI bus and interrupt request are separate.
If any of your SPI target devices (ICs) have an interrupt request output, which they may not, they can connect it to the MCP2210 GP6 input.
From the MCP2210 datasheet Table 1-1, GP6 can be configured either as an interrupt input or a Chip Select output but not as General-Purpose I/O (GPIO).
The other SE.EE question you reference is about the internal interrupts within an SPI bus master microcontroller (MCU), as the SPI bus master peripheral interrupts the CPU within that MCU. That's different to what you're looking at in this MCP2210 documentation.