How can I play PC local files on an iPhone using Spotify?

[KaneFalcon]

I'm a premium user in the USA and I'm having a terrible time trying to get local files on my PC (Windows 10) to play on my iPhone (X) with Spotify. The instructions I'm finding online aren't quite making sense to me. 

Current situation: I have three local files on my PC that I've placed in a playlist. When I look at the list on my iPhone, the three local files do not appear in the list at all. They aren't greyed out. They just aren't there. 

How can I acheive the ability to play this full list -- including these local files -- on my iPhone? I assume that I want to download the files to my phone somehow, but i don't see how to do that. 

I appreciate any help on this.