The abs unit is usually between the master cylinder and the caliper. I say usually because there have been a few systems out there where the abs and master are a combined unit. the actual method is still pretty much the same, the system gets pressurized, and then you open a bleeder, in the abs systems case that can be anywehere from 2 to six bleeders on the unit. And as its been a while since I did it for a living there maybe more than that on some units. Some will require specialized scan tools to cause the internal valves to cycle.
If you run the master dry then you will need to bleed the abs as well as the calipers and the wheel cylinders.
If the pedal is spongy its an indicater there is air in the system, period. You cant tell from the pedal where the air is. It might be the caliper, it might be the abs or a wheel cylinder but more than likely it will be through out the entire system.
If you work fast and know what your doing you can change a caliper with out running the master dry. But there is a cheat that works. use a stick, like a snow brush, or a piece of an old broom handle and prop it between the seat and the brake pedal, depressing the pedal about a 1/3 of its travel. this will block the ports in the master and it wont run dry. There are "clamps" for use on the rubber brake lines, but I never liked using them, especially if the vehicle has any age or mileage on it.
The most key piece of info you have left out. What bloody year, make, and model. And which ABS system, 4 wheel, rear wheel, teeves, delco, etc. Not all abs systems require scan tools to bleed, more than a few can be done the old fashioned pump and hold method. Or even as simple as gravity bleeding. I dont mean to be too awfuly down on you, but what is your level of automotive repair experiance? a vehicle that stalls or wont run is a minor problem most of the time life and death wise, one that wont stop is a whole nother ball of wax. This maybe a repair to find someone who has done a few to look over your shoulder while your working, or take it some where and have it done.
Whitelightning