Hi Lorenzo
You have to download the "Local Files" playlist on your phone, while on the same Wi-Fi network as your computer.
That may be a lot of songs, so I reccomend creating another playlist for the local files that you really want to be able to play on your phone, so that when you download it, you don't take up so much space. I created on called "Essential Local Files", for songs that are in my playlist, because Spotify doesn't have them anymore, or at all.
