Of course! It will use your data when you are listening to Spotify music, especially for you are using a free account.
Although it's a free streaming music service, it only allows you to listen to them online.
If you subscribed to its premium plan, you can download them offline when you are under WiFi connection.
Don't want to pay for that, you can choose to install AudFree Spotify Music Converter to download and convert Spotify music offline and then it's also available for using Spotify without using data.