Thanks for your advice. I have tried the last two ways and both of them work fine. But the only difference is that I use another tool called DRmare to convert Spotify to MP3. Its running speed is much faster on my Windows 10 computer.There are so many ways to play Spotify in the car. You can stream Spotify music to your car audio system via Bluetooth. You can connect Spotify to your car via a cable. You can stream Spotify to the car via Android Auto or Apple CarPlay. Besides, you can transfer Spotify to USB Drive and burn them into CD for playing in the car.
But by using the last two ways, you need to use a Spotify Converter. It allows you to convert Spotify to MP3 and then you can transfer them to USB or burn into CD without a problem.