As with the Windows 10 PC and Mobile version, the Xbox One Phonos app is designed to allow users to control the Sonos speaker system from the console. Also like the Windows 10 version, the Phonos Xbox One app is being labeled as a "preview" version, which means that there will likely be some bugs that will show up while using it. Also, you cannot set up your Sonos speaker with Phonos.
In order to find and download the app in the Xbox Store, you should search for "phonos" or "sonos", as it does not yet show up in the store's list. If you download and install the app on your Xbox One, let us know how it works with your Sonos system in the comments!
Thanks to Andy for the tip!