Can I not use the songs I downloaded for my alarm clock?

[TeeBryan]

I sleep too deep for the beeps, so I literally spent 3 days finding a clock for my Android where I had the option of using MP-3s and finding an app where I could download a few MP-3s of my favorite songs. I downloaded about 8 songs to my Samsung Galaxy Grand, bUT even though SPOTIFY says they have downloaded, I cannot locate them anywhere in the phone. Isn't that what downloading is? If they aren't actually in my phone, then how on earth do I get MP3s into my phone for my alarm?