Without the EDK you can use the microblaze as it comes - as whollender said, it is very basic. It does have an I/O bus, so you can connect it to your own peripherals, but you would have to write all the bus converters if you wanted to use any of Xilinx's free IP. All the options are in the attached images (mcs0-6)
With the EDK you get a system that has a slightly steeper learning curve, but it adds a lot of flexibility. xps0 shows the default project for Xilinx's SP605 development board - the tree view on the left is fairly long list of peripherals that you can add (such as SPI, I2C, UART, ethernet, DMA). xps1 is the wizard interface for the EDK's microblaze, where you can go with a default configuration and xps2 is one of the screens of the advanced configuration.
So the question is, what do you want to do with the microblaze? If it is something really simple - such as controlling simple logic on the FPGA or toggling outputs - then the non-EDK option will likely be okay, if you want to do more, or think that you might want to, then you'll want access to the EDK.
If you are willing to go without a nice gui and just want to see what a soft-core processor can do, I'd suggest either the PicoRV32 (
https://github.com/cliffordwolf/picorv32) - it's a RISC-V processor that is really quite small, however the performance isn't fantastic and you'll probably end up searching for IP core's to use with it - or trying to get hold of the ARM cortex m0 design start processor (
http://www.arm.com/products/designstart/index.php - ignore the $40k part and skip down to the processor IP registration) - it can be programmed like any other cortex m microcontroller and comes with quite a few peripherals (timers, UART, GPIO). The advantage of both of these is that you can use any FPGA for them, so you could use your spartan 3 board.
On the other end of the spectrum, there is the LEON3 processor (
http://www.gaisler.com/index.php/products/processors/leon3) - it's a SPARC-V8 processor and it is quite ridiculous in what it can do (also have a look at Gaisler's IP cores, a lot of them are GPL), but you really need to have one of the supported boards, because it is not easy to move it to a new board.