From the text you linked, it says
You conjure 1d4 intangible spirits that look like flumphs in unoccupied spaces within 30 feet of you. Each spirit immediately flies 30 feet in a random direction. At the end of your turn, all spirits explode and each creature within 5 feet of one or more of them must succeed on a Dexterity saving throw or take 2d8 force damage.
As far as I know, Intangible is not a in-game term, therefore, we should interpret it in plain English.
Intangible, from Google, says:
unable to be touched or grasped; not having physical presence.
Since it "can not be touched" and does not possess any physical form, there is no reason for them to be stopped by a wall or any other object. The fact that they are spirits also supports this interpretation. Again, simply "spirits" is not an in-game term, so, we should go with usual reading: spirits are incorporeal and can move through walls.
As another indicator of this intention, as V2Blast mentioned in the comments, there is no reason to even include the term "intangible" as a description to the spirits if it was not meant to state that they ignore physical obstructions (such as walls).
PS: I am reading your question as "can the spirits", rather than "do the spirits", which I believe is what you meant. Ultimately, what the spirits do, in fact, depends on the DM, but they certainly can move through walls.