Q: Can you connect to a wireless network and simultaneously use airplay?

I want to be able to play Spotify from my iPhone to speakers in a room on campus using the Apple Airport Express. However, it would be playing for a couple of hours and would use all my data plan very quickly. I want to be able to wirelessly play the music from my iPhone anywhere in the room while using the University's wireless internet connection for the data. An ethernet port MAY be available in some rooms, but not in others. Is this possible?