Hey! Welcome to the community 🙂
It is not possible to access any Spotify catalogue content outside of Spotify, so you can not transfer it to another device, player or burn it to a CD.
Here is a snippet from one of the Spotify staff (talking about iPods however the same applies to CDs):
Spotify supports the music industry by passing on the majority of its income (from ads and subscriptions) to the rights holders who are responsible for creating the music. Rights holders are paid in relation to how much their music is played. Even offline plays are recorded when you go back online again.
This system can only work when there is a Spotify app to manage the music, keeping it "in the system". The iPod doesn't support any apps. So, if it were possible to sync streaming music to an iPod, this would mean that the people who created the music wouldn't get any further income when it is enjoyed.