Spotify tries to get as much music as possible, and a lot of new stuff is added every week.
If there is a song in particular that you want, you will have to contact the artist and ask them to put their music on Spotify. It can only be added if they want their music to be added.
There is also a form to help guage interest in certain songs or artists, to help Spotify know which artists they should talk to. You can find it here: