I've searched a bit around the internet about syncing your iPhone with spotify, and all I found was that "you need a wifi connection to sync with spotify". Well, that's not true, since you can use your iPhone as a personal hotspot.
A step by step guide:
1. Open Spotify on both your iPhone and PC
2. On your iPhone, open settings -> (General -> Celluar) -> Personal Hotspot. Enable the hotspot
3. Connect your iPhone to your computer by USB. Make sure that your iPhone is currently sharing it's connection. If it's sharing it's connection, you will get a blue at the very top of the display at your phone.
4. Open spotify on your PC again, it should now be under devices!
It at least worked for me, and it's a neat little trick for those of us that use ethernet. If you know a better way to do it, please share! :D