Yeah the feature was not implemented in the latest version of the Spotify app. The only way to do this now is to put the files on your PC, put them into a playlist using the PC app, connect your phone to the same network as your PC, then finally sync that playlist over from PC to phone.
Its not straight forward and from the posts in the forum is very prone to not working at all ... but give it a go
Listening on Windows, Android and Sonos. Tweeting it at @davelicence