Just upgraded to the latest, new and improved Sonos app on my mobile phone (iPhone) and it has led to my losing my complete music library which is on a NAS.
After some discussions with support, they confirmed that this option is not available - only the commercial streaming services (and it does recognise Plex) are visible and accessible but no proprietary My Music Library.
Allegedly this will be rolled out in a future iteration, but no timeframe provided.
Beware if you are considering upgrading