AirPlay is a really cool technology that is most often used to send audio or video from your iPhone or iPad to AppleTV. Virtually any content (unless explicitly restricted by an app developer, ahem Comcast On-Demand) can be streamed to an AirPlay enabled device, including AppleTV, AirPort Express, and many third-party speakers. This includes apps such as HBO Go, Amazon Video, Pandora, Spotify, NPR, etc.
One little known use of AirPlay is sending your Mac’s audio to an AirPlay device. It’s easy to send your iTunes music directly within the iTunes program, but your computer can send any audio via AirPlay. Simply Option-click the speaker icon in the menu bar near the clock and choose the desired AirPlay device from the Output Device list. If you don’t see the speaker icon it may need to be enabled in the Apple menu > System Preferences > Sound, then check the box at the bottom of that preference pane to “Show volume in menu bar”.
Now you can send the audio from Spotify, any radio streaming website, etc.