The Sonos sound bar connects directly to the TV’s HDMI ARC or optical port.

The in-wall speakers need to be powered by a Sonos Amp.

The Sonos Amp and Sonos Sub will connect wirelessly to the Sonos sound bar.

Read more here:

https://blog.sonos.com/en-us/the-ultimate-guide-to-a-sonos-home-theater

https://support.sonos.com/en-us/article/add-surround-speakers-to-a-sonos-home-theater

https://support.sonos.com/en-us/article/set-up-your-sonos-sub

thank you

is it better to use HDMI ARC or optical port?

also do all of them need to be connected to ethernet or can they connect wirelessly?

HDMI ARC is better. This will allow you to control your TV using CEC or voice commands (if supported). HDMI ARC also supports higher quality audio formats like Dolby Digital Plus and Dolby Atmos.

They can all connect wirelessly. If you want to connect to ethernet, connect the sound bar only. Also keep Wi-Fi enabled on all devices in the Sonos app even if you connect to ethernet.

Note: HDMI ARC is only better because it can carry extra formats. The Dolby Digital signal itself, or stereo, are exactly the same across both ARC and optical. 

Please be reminded the in walls connected to the Amp wil be rear speakers only.