When you navigate to your library and playlist and there will be a toggle to listen to the songs offline: 'Available Offline'. Or you can press the small three dots next to the right side of the song, in order to add it. If you have not added any music yet, simply search find some songs you like and right-click on them to add them to your library. On your Macintosh or PC, sign-in to your account and navigate to your library or playlists. With Premium services, you will be able to download and listen to music offline. You can use trial service for 30 days, and then start paying the £9.99/month subscription charge afterward. Alternatively, if you are looking for legally downloading music from Spotify, you should subscribe to Spotify Premium.
If you are looking to avail of Spotify services, you can grab it for free from their website.
How to Download Music from Spotify to Computer via Spotify Music