How would ‘anything’ be able to access files on your MacBook when it’s not powered ‘on’?

Am I incorrect in saying that if I have the Sonos app on my phone and my music library (in iTunes and showing on the Sonos app)  that then should play through my speakers when my MacBook is not switched on?

It depends, as iTunes can be mirrored in the Apple iCloud and include your own purchases if you have the relevant paid subscriptions, like ‘iTunes Match’ etc; but there’s no way that local library audio can be played if the source device is powered off, same applies to a NAS box - I’m referring to an SMBv2 (or higher) local library share here.

Thanks for your reply but I’m still not understanding as if I can play my music through iTunes on my phone  (which is also shown on the Sonos app on my phone). 

Then it’s likely not a local SMBv2 shared library, but possibly an iCloud library, unless you have sync-copied that library to your iPhone?

Note: Apple do not allow the Sonos App to play from your iDevice library, although you can use AirPlay from the Apple Music ‘native’ App to play the iDevice library tracks to Sonos devices.