Unfortunately it is not possible to do that, as Spotify encrypts all it's synced music in a way that means only Spotify can play it. This is to prevent users from syncing all their music, transferring it, then cancelling ther subscription, which is piracy.
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How do I move my downloads from spotify to my windows medis player?
You cannot play offline tracks in a client other than Spotify. If you are referring to paid downloads, then check your music folder. You should be able to right click and select to open them in Windows Media Player.