set up

Your post is somewhat counter-intuitive as you say you were able to follow instructions. That said …at what point was the Ray not found? 🤔

Also is this a new Sonos system, or are you adding to an existing Household?

It’s all set up but no sound out of my TV. I am getting sonos radio and Apple Music but the tv connection not working. And the sonos is the only device connected to my tv. Only other thing is the cable box. Thank you for inquiring. 

Sounds like a TV problem: have you set it to send audio via s/pdif? And you removed the little nubbins from the ends of the optical cable, right?

So “device is not found” in the title is not actually the problem?

Tv sound settings might need altering away from tv internal speakers if you havent used optical cable before

Yes controlav, correct, it’s no longer “device not found”, that was the problem for the first 4 hours, (had to have my internet provider split our combined 2.4 and 5 G wifi into two as the Sonos only picks up the 2.4 signal) now the device is showing connected but no sound through tv. And optical cable was being used for something else on another TV and working fine. No end caps on the cord. 
Paulrw, the internal speaker settings have been switched from TV speakers to External, still no sound. 
So last night I called Samsung tech support and they concluded after much time including getting my tv connected to wifi, that this may be a problem with the TV. So next I will try the Sonos with another TV here. Thanks to you both. 

It is a strange one, good shout to try another tv.

Optical leads are tricky to fit, sometimes have to push quite hard, some sockets click more than others.

Watch out for muting as well, sonos app is unstable and didn’t show tv muted, but pressing playbar button made sound from tv appear again, think sonos app being used on two phones at same time confused things.

Thank you Paulrw, I will check Optical again even though I thought of that. Did not know about the mute thing… I did make sure to use my TV remote volume up and down and mute on and off to no avail. Are there any buttons on the sound bar itself that are volume up and down? There is no manual it seems, which is another miss on Sonos. 

Your TV remote will likely have no affect on the TV’s optical output. Hard to be sure as zero details about it have been shared.

The Ray’s manual is here, you didn’t look vary hard: https://www.sonos.com/en-us/guides/ray