How Sonos plays a music from my home speakers

When the sonos speaker communicates to the sonos cloud it opens a long running connection with the sonos cloud which will have very low impact as @controlav says. Once a connection is open between two devices they both know an ip address (endpoint) that enables data to flow between them. The endpoint at your end will normally  be the external ip adress of your router - this is assigned by your Internet provider.  When the sonos cloud “responds" on that connection it talks to the endpoint on your router. Your router keeps track of open connections and when a message arrives for your sonos device the router “knows" which device initiated the connection and forwards the message onto that device. 

Sonos therefore knows the ipaddress of your house, your external ip address which can change -  it is under the control of your provider.  Some never change some, less common, change quite regularly. If you use a vpn provider then the endpoint sonos sees is the vpn providers.

By default your home router prevents people from outside initiating connections so the Sonos cloud cannot initiate the connection, your sonos system initiates the connection probably at start up.

@James L. is right that the sonos cloud does not need your local address because it does not initiate the connection but once the connection is open it does know your routers address and despite what he says the message sent to the cloud  probably contains the ip address of the  speaker

As an aside the provider e.g. sonos can use the endpoint ip address to roughly get the physical location of your router. This is one of the ways that companies can target advertising.

Edited to make a correction about knowing local ip address