Spotify’s process is that the files need to be locally accessible from any computer playing the music, or they must be synced manually to the mobile app.

Lack of a real library is why I ditched Spotify for Rdio years and years ago, and why I switched to Apple Music when that became a thing. And I still run a Plex server, partially for the PlexAmp player.

But you still can’t even just add them to your library in Spotify, you have to put them in playlists, and then download that playlist on your phone, and then they’ll be on your phone. At least that was the system last I used it