@TheRamblinMan

I‘m sure relating to DRM that isn’t possible. „Download“ of Apple Music content just means „offline use“ with Apple Music app. 
You can‘t use the files on another system. 
If you have some paid content you bought from Apple, of course you can use it like any other DRM free file. 

Go simple to start with, create a music directory and put a few simple music files in it. A ripped (to 16 / 44.1 FLAC is good) CD is plenty to start with.

Share that directory with your Sonos system. Index it and try playing from it.

With the basic in place and working you can add and reindex to see what happens with your other music.

https://support.sonos.com/en-us/article/supported-audio-formats-for-sonos-music-library

Thanks for the response.  Always appreciate your help.  Before I started the Apple subscription a few years back, I had almost 200 GB of music on my hard drive.  I had that linked up to the Sonos system and had it working.  More recently, I have played around with taking some of the tracks I “own” and putting them in a spot that is available and also carrying over the xml file to the right place and I can indeed access those tracks through Sonos as before.  No matter what I do with the downloaded “subscription” files or location, I’m not seeing them show.  I suspect @Schlumpf is correct that Apple may not permit the DRM files to play.  

I wouldn’t be surprised, Apple kinda wants you buying Apple stuff, not some other brand so making it hard would be good for them.

Most files these days from Apple are not DRM encoded. Note that I said ‘most’. 

Several years back, Apple got out of the DRM game, but you had to redownload your purchased files from them to replace your ‘old’ version, which had DRM. I recall several days of redownloading files, since I couldn’t sit at my computer at the time and do them all at the same time. But after getting ‘fresh’ copies, they played through non-Apple applications well. 

Thanks for the note.  I don’t have a DRM issue with old tracks I’ve purchased.  My issue is I’m now on an Apple Subscription for Streaming.  I can download the “local” copy for offline play, but I’m guessing there is no way to point Sonos to those local tracks to play from Sonos.  I haven’t found a way to do it so far. 

Ah, yes, those require a check of your Apple Subscription to play. The only way to get them to play on your Sonos is to use the Apple app, and then AirPlay 2 to your AirPlay 2 capable Sonos device (and group any others). But Apple wants to be able to check your license to play, so they require the Apple application. 

Yes, that what @Airgetlam described is exactly what I meant before. Sorry I was telling it some kind of „DRM“. In detail it‘s more a kind of coded file and Apples app can decode the files. That’s a normal thing nearly every streaming service does to protect their files from being used out of paid subscription plan.