When you set up MPD, it should automatically set the right output device and be able to produce sound.
However, if you want to use the Spotify Connect player simultaneously, you need make sure that MPD does not block the output.
Therefore, users who want to use Spotify and not JUST SPOTIFY are better off with the Squeezebox solution as it offers all portals, protocols and features under one roof.
MPD is just for playback of audio files and radio streams.
Spotify Connect player is just for Spotify Connect.
Shairport is just for AirPlay.
Squeezebox is for all of the above.