24bit SPI word size for AD5686 Chip

How can I do this, since default SPI size is 8 ?

Send it 3 times using the SPI.transfer for each byte.

It requires 8bit registry address and 16bit data send via SPI. (24 all together)

address is easy since it is already just one byte
The 16 bit data you have to split it using an easy bitwise operations.

byte address = 0x11;//Dummy value
int data = 0xffff;//Your data with the 16 bit
byte highByte = data >>8; //high byte of data
byte lowByte = (data <<8) & 0xff;//low byte of data
//Now send it
SPI.transfer(address);
SPI.transfer(highByte);
SPI.transfer(lowByte);