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You go into the Alexa App. Go to skills. Find the Sonos skill. Enable the Sonos skill. It will ask you your Sonos account login. It will then have you ask Alexa to discover devices. Whe complete the sonos speaker will show in Alexa app under Smart Home and Setting sections.
ONce complete the skill will be enabled and your echo device will be able to play to a Sonos speaker.
If you don't have any Sonos echos how do you expect to use Amazon Alexa to control a Sonos speaker. You need to have an actual alexa device (or Sonos One speaker with alexa built in).