I just wanted to add my experience to what has been posted before.  It took some time to get to the bottom of this and the previous post was a little short on detail.

Inputting from Sonos Connect is relatively simple, using one of the RCA input socket pairs and relabelling the Input on the Denon to Sonos. 

It was the output that I struggled with and at one stage Denon staff told me that this was just not possible.  

I have used the Zone 2 Pre Out RCA sockets and the Connect RCA input sockets as the connection route.   The problem which I had failed to detect was that the signal coming from the Pre Out is very weak.  This can be fixed using the following steps on the Sonos App:-

Go into Settings/System/Products and the Room where the Connect is used. 

Within this there are a number of sub headings including Line In.

Within Line In there is something called Source Level.   As the Denon acts as an AV component I used this setting which is Level 2 when in fact the signal is so weak it needs to beset on Level 10 - the highest level.  

Finally make sure that Autoplay is also set to the same room as the Connect and that the switch for Included Group Rooms is on.

As we run the Sonos as the our TV Audio there is also some balancing to do about input levels between the two rooms so that our Soundbar is not too loud when the TV is switched on but this is fairly quick to do.   I would imagine that the steps I have outlined would also work with both other Denon receivers and the Sonos Amp and Port. 

Hopefully this will save a lot of grief to somebody else.