Integrated into several varieties of MUA
It's possible to use SpamAssassin with every MUA (Mail User Agent) which supports some kind of "pipe through" filter.
Integrated in KMail
For current versions of KMail there's a description on the KMail Tools page. The next version of KMail shipped with KDE-PIM 3.3 will have an antispam-wizard which makes building the filter rules a thing of three clicks.