Hey! Welcome to the community 🙂
Spotify premium allows you to download playlists for offline usage inside the Spotify client. This means you will be able to listen to tracks when you don't have an internet connection.
Check out this page for more info on that 🙂
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.
You'll find the most updated steps on how to download your music for offline listening on your desktop in this support article.
Hope that helps!