Do you have the Sonos Amp connected to input A or B? 

Have you selected the correct input on the front of the switch?

The volume is up on the Amp and it is not muted?

Hello, I have the Sonos Amp connected to input A and the switch is also set to input A from the front selector and volume is up (not muted) on the Amp.

Actually I can hear the sound from the Sonos Beam Gen2 but not from the speakers connected to the speakers selector.

What is the process to add the speakers selector & speakers to an existing setup with Sonos Beam Gen2 + mini Sub + 2x Roam S

Disconnect the speaker selector.

Connect one set of speakers to the Amp.

Get the Amp correctly configured for the way yoiu want to use it and playing on the one set of speakers.

Now add in the speaker selector.

If you tell us how you want to use the Amp someone can likely help get you there.