Over the past few decades, significant progress has been made in micro- and nanoscale heat transfer. Numerous computational methods have been developed to quantitatively characterize the thermal transport in bulk materials and across the interfaces, which benefit the thermal management design in microelectronics and energy conversion in thermoelectrics largely. In this paper, the methods and studies on quantifying thermal transport properties using molecular dynamics simulations are comprehensively reviewed. Two classical methods based on molecular dynamics simulations are first introduced, i.e., equilibrium molecular dynamics and nonequilibrium molecular dynamics, to calculate the thermal transport properties in bulk materials and across the interfaces. The spectroscopy methods are then reviewed, which are developed in the framework of equilibrium molecular dynamics (i.e., time domain normal mode analysis, spectral energy density, Green-Kubo modal analysis) and methods proposed based on the nonequilibrium molecular dynamics (i.e., time domain direct decompose method, frequency domain direct decompose method and spectral heat flux method). In the subsequent section, the calculations of spectral thermal conductivities using these computational methods in various systems are presented, including simple crystals, low-dimensional materials, complex materials and nanostructures. Following that, spectral thermal transport across the interfacial systems is discussed, which includes solid/solid interfaces, solid/solid interfaces with interfacial engineering and solid/liquid interfaces. Some fundamental challenges in molecular dynamics simulations, such as including quantum effects and quantifying the anharmonic contributions, are discussed as well. Finally, some open problems on spectroscopy thermal transport properties in the framework of molecular dynamics simulations are given in the summary.