Here's how to download music from Spotify for offline listening. It's also worth noting that Spotify doesn't allow you to download individual songs - you have to first add them to, or create, a playlist, which you can then download.
If you are a Premium subscriber, you can download up to 10,000 tracks to up to five devices, and you have to log in once every 30 days to ensure they're not removed. Free version subscribers can only download podcasts. That's where Spotify's offline listening feature comes in handy, allowing you to download playlists, albums, and podcasts through its desktop and mobile apps so you can still rock out while you're off the grid.