From your description I can’t tell what you’ve done so far.  So I may be describing what you already know.
 

Have you created a shared music folder on your Windows 11 PC?  Sonos needs to know where your music is so it can index it all.  So your music should all be in one folder either on your computer or a network device like a NAS.  
 
I use the folder structure My Music - Genre - Artist - Album.  So I have to point ( write the path to ) to the folder My Music so Sonos can index it.

https://en.community.sonos.com/controllers-and-music-services-229131/error-code-913-fixed-6897914

The above link is the easiest way to set up a shared music folder on Windows.

Once the My Music folder has been shared as described in the link you can find the proper path to enter in the Sonos app.  To find the path Right click on the My Music ( or whatever you name it ) folder and choose Properties - Sharing Tab.  The proper path to enter is shown on the Sharing screen.

if you add new music to your collection you will need to reindex your library from the Sonos app before Sonos can see the newly added music.

All my descriptions of this are for Windows 10.  Not sure if there is much difference in Windows 11.

And, for what it is worth, if it’s not clear already, Sonos doesn’t ‘store’ any music in a library, it points to already existing libraries, in the method ​@MoPac suggests above. 

You don’t ‘transfer’ music to Sonos. You point Sonos at an already existing library, and it reads what is there.