We analyzed data obtained by the SPI telescope onboard the INTEGRAL observatory to search for short transient events with a duration from 1 ms to a few tens of seconds. An algorithm for identifying gamma-ray events against the background of a large number of charged particle interactions with the detector has been developed. The classification of events was made. Apart from the events associated with cosmic gamma-ray bursts (GRBs) confirmed by other space experiments and the activity of known soft gamma repeaters (for example, SGR 1806-20), previously unreported GRBs have been found. GRB candidates and short gamma-ray events probably associated with the activity of known SGRs and AXPs have been selected. The spectral evolution of 28 bright GRBs from the catalog has been studied extensively. A new method for investigating the spectral evolution is proposed. The energy dependence of the spectral lag for bursts with a simple structure of their light curves and for individual pulses of multipulse events is shown to be described by a logarithmic function, lag ~ A*log(E). It has been established that the parameter A depends on the pulse duration, with the dependence being universal for all of the investigated GRBs. No negative spectral lags have been detected for bursts with a simple structure of their light curves.