Best answer by Chris
You can go somewhere with wifi and setup temporarily to set this. You could also use something like a phone hotspot to create a temporary wireless network to change the setting (they really should make it that way by default).
Also if you use a phone as hotspot to setup. You can't use that same phone as the controller (so you would need a 2 phones or a phone and tablet). Have the hotspot phone create the wifi network. Use the other phone or tablet connected to the other phones hotspot then do the Sonos setup.
Once you create a Sonos system go to settings...room settings...pick the sonos unit... then go to line in settings ... autoplay on (note: to see autoplay settings you have to have cable hooked to back)