Each Track/Album/Artist/Playlist has a unique URI. URIs can be found in the Spotify App by clicking the "..." and choosing Share->Copy Spotify URI.
TIP #1: If you only see a 'Copy Song Link' option, press the ALT key on your keyboard.
TIP #2: If you're using the 'Play Now' option (below), you can jump to a specific position in a track by appending a '#MM:SS' to the end of Track URI. For example, to jump to 1 min and 23 secs add '#1:23'