Not at this time. Grouping 3rd party speakers is not part of the current Alexa skill, though there is a new Multi-Room Music SDK coming from Amazon early next year that addresses grouping of speakers. Whether the Sonos devices will be able to utilize that SDK remains to be seen.
For now you can group via the Sonos app, then ask Alexa to play to any one Sonos room in the group and it will play to the entire group.