is it possible to dowload a playlist from the s1 app for windows ?

Not that I’m aware of, from inside any Sonos controller/ software

I think there might be third party solutions to that, but I’m not sure.

My app for iOS can do this (see profile).

You can also do it the primitive way by using Intel’s UPnP Tools, though its hard to find a ‘clean’ download of that these days.