Hey @ibrahimgunes16! Welcome to the Spotify Community. ^^
Unfortunately, this isn't possible.
While this feature is currently available for users on iOS and Android, Spotify don't have plans for this in the Desktop app at the moment.
But there is already an idea for this going, give it a like to show your support. *The Idea*
I suggest you to just put the albums you wish to download in seperate playlists. ^^
Let me know if that helps, thanks!^^
A new desktop app update with a new design is currently rolling out to all users. One of the new features is the ability to download albums and podcasts just like you can in the mobile app.
You can read more info about the new desktop app in this news article:
The desktop team also has a blog post in the community about it: