The self-excitation of magnetic field by a spiral Couette flow between two coaxial cylinders is considered. We solve numerically the fully nonlinear, three-dimensional magnetohydrodynamic (MHD) equations for magnetic Prandtl numbers P(m) (ratio of kinematic viscosity to magnetic diffusivity) between 0.14 and 10 and kinematic and magnetic Reynolds numbers up to about 2000. In the initial stage of exponential field growth (kinematic dynamo regime), we find that the dynamo switches from one distinct regime to another as the radial width delta(r)(B) of the magnetic field distribution becomes smaller than the separation of the field maximum from the flow boundary. The saturation of magnetic field growth is due to a reduction in the velocity shear resulting mainly from the azimuthally and axially averaged part of the Lorentz force, which agrees with an asymptotic result for the limit of P(m)<<1. In the parameter regime considered, the magnetic energy decreases with kinematic Reynolds number as Re-0.84, which is approximately as predicted by the nonlinear asymptotic theory (approximately Re(-1)). However, when the velocity field is maintained by a volume force (rather than by viscous stress) the dependence of magnetic energy on the kinematic Reynolds number is much weaker.