According to TechCrunch:
Inside the Messenger "More" section in chat threads, all iOS and Android users will now find a Spotify option. Tap it, and they'll be shuttled into Spotify's app where they can "Search for something to share". Once the select a song, artist, or playlist, they'lll be popped back to Messenger with the option to share the photo of the cover artwork. When a friend taps it that photo, they'll be bounced over to Spotify to listen.
This new feature is already available with no update needed on the Facebook Messenger app.