Shopify allows merchants to enable Captchas on various sections of their online store, including the contact form, for spam protection purposes. The protection should prevent a lot of spam engagement but there will always be examples that slip through the cracks, as having spam protection that is too strict can discourage real customers from submitting their question, or prevent them altogether.
More information about enabling Captcha on your store can be found here. If this problem continues, it may be worth considering removing the contact form and replacing it with other contact options, such as a phone number or email address, so customers can contact you directly rather than going through a form.
Do you mean you have enabled the Captchas, and they are not displaying? Or they are displaying but spam is still getting through?