Your are account is connected to Facebook then you should be able to find your Facebook friends from the Follow/People tab on the left of the desktop client. If you are on the new client, the activity of anyone or artist you follow will appear in the Activity Sidebar.
If you don't have or don't want to connect to Facebook, then you can still search for your friends using their Spotify usernames by searching for:
in the main search page. It needs to be their Spotify username though, so if they sign in using Facebook then will have a string of 10 digits as a username. Alternatively, get them to share you a HTTP link to their profile, which they can do by right clicking their name anywhere in the client!