You can put your music files on a Mac, PC, or NAS and set it up to share your music library with Sonos. My personal music library is stored on an external SD drive connected to my router via USB, and I can play my entire library on my Sonos speakers.

Read more here:

https://support.sonos.com/en-us/article/add-your-music-library-to-sonos

These songs cannot be played with Apple Music?

Do you have an Apple Music subscription? If so you can play your music library directly from the Sonos Apple Music service, then there is no requirement to have a NAS or PC/Mac on 24/7. 

https://support.apple.com/en-gb/118285

I am trying to get my Sonos to play my music files off my computer. I have tried all the help pages with no luck. Until the “upgrade” I could play my music from my computer files. It was a simple set up from the Sonos ap. I have been trying to understand and follow the so-called “instructions” to do this for over an hour with no luck. So what happened to the Music files ap on the Sonos? It shows a ghost version of my files but no way to select them.