Start here

https://en.community.sonos.com/groups/using-sonos-with-a-turntable-229138

Make sure you have the turntable / line-in selected as your source and the internal phono preamp set to on.

This would be applicable to either S1 or S2…

Also where did you purchase the Pro-ject turntable as not all have a built-in pre-amp.

And more specifically, which Pro-Ject turntable is it? Although ​@Stanley_4 ‘s reply is the essential one…we’d only need to know in order to look it up. 

If purchased through Sonos then all have a built-in pre-amp.

Same problem for me, no sound if I use the cable connected direct with te FIVE, I need always a Port device. Frustrating

Line-In is simply a network resource that does not automatically play through the physical device where the turntable is connected. The turntable must be selected as you would select any music source, such as a music service.

Here are some details. Note that there is an “Autoplay” option, but you must first set this up.

Tks Buzz, I know that I have to select the turntable as a source, it’s the same with port. But it doesn’t work with the five if it was connected with the Line in cable 

It may not be, but it certainly should work. Have you spoken to Sonos support? 

Not Yet, in Italy they only respond between 10-18. During this hours I use to be at work an not at home

Are any of the other options for support available where you are?  Answering my own question, only the Sonos bot.

https://support.sonos.com/it-it/contact

(Select the country in the very bottom right, click the tiny flag)

Send in a diagnostic while trying to play something and see if the bot is any help at all. (Don't post the number here)