Yes, and no. The Sonos One is not a computer speaker, so just by playing a stream in your windows device will not send any sound to the Sonos. 

You can set up some internet streams to play on Sonos, by following the details in the ‘setting up an internet radio station FAQ’, assuming the stream is of the correct type, but that moves the access of that stream away from your Windows device and into the Sonos application running on your speakers.