Hi @Bentem, welcome to the Sonos Community!

The ability to play music from your iPhone (named ‘On this iPhone’) was removed because this feature had become unreliable with newer versions of iOS. 

There are other ways to play music stored on your iPhone but both of these methods aren’t compatible with your system as the Sonos Connect isn’t AirPlay compatible nor is it Bluetooth compatible. However, you still have options!

You would have to move the music off of your iPhone, but you could use a streaming service, such as Apple Music or YouTube Music to upload your library, then add that service to Sonos to access your music. You could also use a Music Library or NAS drive to store your library and add to your Sonos system.

Another option is to buy a product that is AirPlay compatible or supports Bluetooth, thought I’d say this is a final step so you don’t have to buy another device.

I hope this information helps!

Sonos isn’t going to tell you this because they don’t throw partners under the bus.  But I will.  Sonos didn’t close it, Apple did.  Apple (and later Google) see external devices accessing the data on a phone or tablet as a security risk, and they eliminated the access method that Sonos and other streamers were using to play music directly from a device.  Sonos tried for over a year to work with Apple to find a solution, but Apple wouldn’t budge (not so coincidently, Apple came out with Airplay 2 at the same time they closed off access to local music by external streamers, LOL). 

So your beef is with Apple.

Too bad. After that possibility stopped I downloaded sonos app on my pc where I have all my Music. As an alternative solution with the pc opened. That worked fine until sonos Updated your system. Now I do not get the choice “my Music” any longer in sonos app on iPhone. That I am rather frustrated about. I have tried to download your new app on the pc but that did not help. Can you come up with a solution there ? 
 

The old share methods (SMB v1 and HTTP) used to share a local library are no longer supported due to security concerns.  See the newly updated instructions on adding a library to Sonos:

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

Thanks for links to help. Not easy to understand but I tried all suggestions. Unfortunately without luck. I Think I did it ok on the computer. But sonos app did not accept user and/or password 🤨 so I could not add the Music file to the app