In reply to Glyno:
Downloaded songs can only be played through the Spotify app. The good news is that they have an app for pretty much anything you want to play music through (phone, tablet etc) so it's not really an issue.
If you have a lot of spare time, you can find a way of circumventing the copy prevention and ripping the audio files so you can put them anywhere and them on anything. TBH though I don't know why you would bother, given how available and easy the apps are to use.