https://www.theverge.com/2017/10/5/16431688/sonos-speaker-alexa-voice-commands-how-to-setup

After working on the feature for several months and testing the waters with a private beta, yesterday Sonos announced that its customers are now welcome to try controlling their speaker with an Amazon Echo device. There are some obvious limitations with the way things work right now that you’ll want to know up front. First, you can’t play anything from Spotify using Alexa. That’s likely to change in the coming weeks, but it’s not there today. Other services like Apple Music don’t work either, but unlike Spotify, Sonos has given no indication that support for those is coming.

Getting your Echo and Sonos speakers to communicate is a multi-step process, and I actually had to search the internet to figure out how to do it. I’ll spare you that hassle. Just know that you’ve got to have both the Alexa and Sonos apps fully set up and ready to go. Your Echo and Sonos speakers should be turned on.