If you haven’t done this already, add Spotify as a service on Sonos:

https://support.sonos.com/en-us/article/add-a-music-service-to-sonos

Once it’s added, any playlists you have in Spotify will be listed in the Sonos app. If you don’t already have a Favorites playlist set up in Spotify, you can create one, and then access it through the Sonos app.

I find I need to scroll all the way to the bottom of the Spotify page on the Sonos app to see the section for my own library and playlists. You can also add this section to My Sonos for faster access.