Right now, it's not possible to download Canvas's on Spotify they're pretty cool aren' they! I'd recommend if this is something you'd like to see in the future that you head across to the Spotify Ideas Exchange and leaving this idea and it could come true in the future. This Spotify Answer explains how Spotify considers ideas and all the steps.
In the meantime, if the canvas is an animated one a select number of Artists have made it possible when you share the song to Instagram through Spotify you can screenshot the Canvas without anything in the way and save it to your device.
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