Can I cut plug off Sonos Five power cable and wire into socket?

Doing so would more than likely violate a few electrical codes, especially the ones requiring in-wall rated wiring to be used in walls.  It would also be quite the fire hazard. 

What do people usually do? All the marketing images show no plug

As @jgatie says, you are not supposed to run flex within the wall or wall cavities.  Having said that everyone does it.  Well nearly everyone.  I’ve done it.  Short runs shouldn’t be an issue — your house at the end of the day 😋

Ok cool so would I run some kind of in-line fuse or just go straight into the back of the socket? Thanks

Marketing images never show cords or plugs.  Funny thing about marketing images, they don’t actually have to work.  But there are solutions that don’t involve an electrician.  See these:

https://www.amazon.com/Echogear-Power-Voltage-Cable-Management/dp/B07H9C1176?ref_=ast_sto_dp

And here’s the short cables to go with them:

https://www.sonos.com/en-us/shop/power-cable-i

I wouldn’t bother with the fused socket.  I would just run the flex in the wall to the nearest socket if there is one nearby.  As lock as the cable run is short and obvious, such that no one is going to drill a hole in it you should be ok.  Technically you shouldn’t do it, as I said everyone does.  I think the in-line fuse is probably overkill but there are many ways to do it — are you in the UK where plugs are fused anyway ?  

Great. Yep I’m in the UK. Forgot you guys don’t have fuses in plugs. As long as it won’t blow the speaker? There is a module for all my sockets on the fuse board anyway in case there was a major error into the home 

I had these wired into the ring main when I had the kitchen redone a few years ago.

It’s on certified mains cable and then just bought a couple of cheap white power leads from Amazon and cut the plugs off to the right length and hard wired the lead into the switched and fused socket.

If you can get a run of twin and eath spurred off an existing socket and run through the wall to where the speakers are, you should be good to go with the ability to isolate the supply and have a fuse too.

UPDATE: I need a fused spur with flex outlet. I can cut the plug off and feed it into here and it also has a fuse on it so it meets the regulations 

 

What difference does it make ?  A 13amp plug has a fuse — same thing.  The thing about running flex is that it has to be obvious where it is.  How you connect it makes no difference.