Do you mean to examine if a variable moderates the relationship between an IV and a DV? You can do this using UNIVARIATE analyses by including both factors (the IV and the Moderator) as FIXED Factors in the analysis and the examine the interaction.
You can do this with a continuous factor/factors by using regression analyses, dummy coding categorical variables, and then creating interaction terms.
Are either of those what you mean? If so, I can be more specific or show you videos showing how to do those.
The term moderating variables basically calls for structural equation modelling (SEM) which is not possible to be analyzed in SPSS. Anyway other statistical procedures apart from SEM method could be held in SPSS to find out indirectly the interaction relationship within variables. ANOVA and regression are among such procedures. In particular in regression, it would be possible to split data based on one variable like gender and so present all the variables coefficients for both men and women separately. Again do the regression analysis with no gender split and then compare the finding obtained in two steps with each other to find out any likely impact of gender on the relationship between dependent and independant variables (moderating role) ....
You could install the PROCESS macro from prof. Hayes. It is a best module to implement mediation and moderation analysis with a lot of different models. And it is really easy to use. You could download the macro, instructions and guides from: http://www.afhayes.com/spss-sas-and-mplus-macros-and-code.html
I hope it could help you to use it, specifically with regression models.
@ Mohammad: I think you're thinking about mediation, not moderation. Moderation is a term some people in psychology (Baron & Kenny?) made up, because they were apparently unhappy sticking with the term "interaction". And SEM software is certainly not needed for exploring interactions.
@ Mohamed: See my second post in the thread linked below for an example of how to examine an interaction in a linear regression model.
Thank you for putting comments on my reply. Albert, i could download the software but no guides and instructions. Are they available for free or we have to buy?