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If you are a member of Spotify Premium, you can download any song, album or playlist so that you can listen to them offline. Spotify lets you download music on nearly every screen within the app. Heres How.

What is a Liked Song?

In Spotify, you will see a Heart symbol for songs, playlists albums etc.
If the Heart shows as green, it has already been added to your “Liked Songs” list.
You can add a song to the liked list by tapping on the heart symbol. You will see a note stating “Added to liked Songs”
You can remove a song/album/playlist by tapping on the green heart, turning it black. you will see a message stating “Removed from Liked Songs”.

Download Liked Songs & Playlists

Open Spotify app on your device, then tap on “Your Library”
On the Music Playlists page Tap on Liked Songs.
You will see a download option. Tap on the button next to it to start downloading Music.
Liked songs will automatically be saved into this library and downloaded to your device, for as long as the song is liked.
This will work in the exact same manner for Playlists.

Download Album

Sometimes you only want to download an album without adding it to your liked songs playlist
in this case, navigate to the album and tap on the download button underneath the album name.

As long as your devices connects to the internet at least once a month, the downloaded songs will remain available to use offline.

Source & Further Reading:

https://www.howtogeek.com/678299/how-to-download-music-from-spotify-for-offline-playback/