Hi there @Miss_Ramirez_,
Thanks for posting your question on the Community. We're happy to shed some light on the situation.
Local files are currently not supported on the web player, but there's a relevant idea for what you're suggesting in the Idea Exchange here. Feel free to add your vote to it - it's the best way to provide your feedback for new features such as this one.
While the suggestion didn't gather enough votes in order to get prioritized right now, you can still add your vote and comments there and we'll look into it once the idea reaches the required amount of votes. You can read more about how your feedback reaches Spotify here.
Hope this info is useful. Give us a shout if you need help with anything else 🙂
Hey there you, Yeah, you! 😁 Welcome - we're glad you joined the Spotify Community! While you here, let's have a fun game…