Hey! Welcome to the community :)
Spotify premium allows you to download playlists for offline usage inside the Spotify client, you can do that by pressing the "Available Offline" slider at the top of the playlist. This means you will be able to listen to tracks when you don't have an internet connection.
You can't however take those tracks (or any Spotify content) outside of the Spotify client for use in another program as you do not own the tracks.
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