You need an output from the HiFi - something like ‘Tape out’.  The aux is an input.  You would do better to rip your CDs and store them on a computer or NAS drive to play on Sonos.

There are no outputs apart from the speaker line outs.I suppose this means I can’t do it at least from this unit

I think that is correct.  It sounds like it is a complete system in itself (if passive speakers are added) - the sort of thing you would replace by Sonos, not use with it, and that would be my recommendation.  Rip the CDs, sell the HiFi.

There’s a headphone output and by connecting the jack to a phono lead and then to the IN on the connect, appears to work. BUT stripping one end of  the phono leads to the wire and joining them together and then connecting to the connect IN doesn’t work.

An output from a headphone socket to a Connect line in is going to give significantly poorer sound quality than lossless CD rips. What you are doing is really not how Sonos was designed to be used,  but it's your decision.