Firstly it would be better if you tell us why you want to block it in the first place, there should be a better solution to this. Also Spotify(Free) requires internet access to work (unless local files are played, but then why not use Media Player?) so not sure why you want to do this...
What antivirus are you using? Some antivirus software have firewalls which replace Windows Firewall.
For example, I use AVG, and in its firewall I can set it to block Spotify like this:
After blocking it and starting Spotify the blocking works because it can't connect to the internet.
This should be possible with Windows Firewall with Allow an app or feature through Windows Firewall.