To embed a song, album, podcast, or playlist from Spotify you can use this guide to generate the embed code for the media you want to add.
Once you've got the embed code you'll want to have it ready to add in the editor.
Select App Integrations
And then select Third-Party Integrations
From here click the Add a third party integration button and find Spotify in the popup that appears:
You should now see a field where you can paste the embed code from earlier:
After adding the embed code press back, this will take you back to your list of added integrations. Toggling the switch will enable the ability to add the embed to your pages.
Navigate to the page you want to add the Spotify embed, and click the add a section button. You will be able to see your widget under the category "Section Integrations".
Once you've added it to the page that you want the embedded player to appear on click publish and it will now appear on your live site.