Are you following the process described in this article? https://support.sonos.com/en-gb/article/add-a-new-product-to-an-existing-sonos-system

In Sonos terminology, a Sonos Room is either a single device, a stereo pair or a home theatre setup.  It is possible to Group multiple Rooms together using the App - https://support.sonos.com/en-gb/article/group-and-ungroup-rooms

In your case, follow the first process and add the Arc, then add the rear surrounds: https://support.sonos.com/en-gb/article/add-surround-speakers-to-a-sonos-home-theater

...and the Sub: https://support.sonos.com/en-gb/article/set-up-your-sonos-sub

Hi, I am trying to add a home theatre setup to a new room. The app doesn’t recognise the speakers or allow me to create a new room

Adding a new device using the first link in my post will create a new Room.

What is the colour of the Status light on your Arc?

Hi, I finally found the time to setup my system. I followed your instructions and now all is fine. Thank you for all your help