Once lock screen control is enabled, the controls will display when the iOS device is locked and the Sonos app is open in the background and playing audio.
Lock screen control will not be available if another audio app such as Spotify or Apple Music is playing music, if Airplay or Bluetooth is being used, if VoiceOver is enabled, or if headphones are plugged into the iOS device.
But on my iPhone 5, even under the criteria listed above, the feature is unreliable. Sometimes the app is available from the lock screen, sometimes not. I can't discern a pattern to when it works — appears to be random. But rebooting the devices seems to bring it back.
iPhone 5, IOS 9, Sonos for iOS 6.3.2. Bluetooth enabled but not in use. No other apps, audio or otherwise, running.