How to use Spotify with Itunes?

I've just downloaded Spotify on my PC. And i've noticed that when you right click the song it says add to Itunes. I thought as soon as i clicked that it would appear on itunes. Because id like to be able to put the song onto my Iphone. Or maybe it means something else lol.
Is there anyway i can save it/transfer it to Itunes to put on my phone. Not sure if you can. But yeh.

You don't you download spirit onto your computer that is like iTunes and then download it on to your iOS device and then put music on spotlight or buy it

You can't actually get the song off spotify if you haven't paid for it! I think that may be if you have brought. May be wrong but I know you can't take the songs without buying them.

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