I add this because it seems a common thing to want to do, but it took me ages to work out how to do it, and no amount of searching turned up any answer. I wanted to add a network drive source to my Favorites.

I have a USB drive mounted on my modem-router. I’ve copied my MP3 library to it.  I then added this to my Sonos library using the Windows Sonos client and Manage > Music Library Settings > Music Library >  Add.  The USB source I specified as \\192.168.1.254\usb1\MyMusic  (where usb1 is the name of my USB drive, and MyMusic the folder on it).

The trick to adding this as a source in your Sonos Favorites is to click Music (top-right of the window), then Music Library, then Folders. Then use the pull-down menu on the source you just added, and select Add to Favorites.

You can now browse the music using the Music > Sonos Favorites route.

Some keywords to help this show up in searches: NAS, network drive