Monitors are typically display only.  The Ray is going to connect directly the mac/PC or whatever source device you’re using.

Can it connect directly to an xbox series x?

Directly?  No, as the xbox doesn’t have an optical output.  You would need to get optical audio extractor like this one between the xbox and whatever hdmi capable monitor you’re using.

I would probably get a TV instead of a monitor though with paired with the xbox, as most TVs will have optical output built in.  Depends really on what all you hope to do with your setup.

Hey,

 I am trying to play the games on my device but facing issues with. I checked the below post for it but unable to find the solution:

https://en.community.sonos.com/setting-up-sonos-228990/vpn-to-rectify-poor-sonos-performance-vpn

I will be happy, if someone will help me. 

Thanks in Advance

What device? What Sonos? How are they connected?

Note, your link seems to fail…..