As you know Spotify, as an Internet audio source, is run via an application on a host device. That application can run on a multitude of devices.
In this case that device is the Spotify streaming "server."
Now, depending on how you want to use the AirPort Express, is what all you would require to stream Spotify to your amplifier/speakers ... and by that I mean, is your goal to use the Express as an AirPlay "speaker" or just to provide a Wi-Fi network that you can stream over?
For AirPlay to work, you would need as a minimum, three components:
- An iTunes "server." This would be a Mac or PC running iTunes, or an iOS device.
- A wired or wireless network.
- An AirPlay "speaker." This could be an AirPort Express, Apple TV, an iOS device, or an AirPlay-ready device provided by another manufacturer.
With AirPlay, you can, of course, stream from iTunes, but as I mentioned earlier, you can use a third-party application to stream from other sources, like Internet radio.
So, for example, to stream Spotify to your amp, the server would be your PC, the wireless network would be provided by the Express, and the Express would also perform as the AirPlay speaker. In turn, you would have the appropriate audio cable connected between the audio port of the Express and the audio input port on your amp.