Apple/Sonos about 8 months ago removed the direct play from apple devices as apple is going to remove iTunes in the next big update. All apple music is now playable in the apple music feature/source. This is a subscription based service, which allows you to play anything and everything for a monthly fee of 9.99 per month for a single user or 14.99 per month for a family account, in which all family members can share and download any and all music apple has with no additional costs. This is the best and the most simple option to play all of your music you have purchased in the past as well as any new music you would like to listen too, all for the simple monthly subscription.
If you do not want to purchase this subscription you can still play your music directly from your phone using the music app on the phone, and then selecting the “airplay 2” options on the phone to stream this to your Sonos System. Keep in mind when streaming this from your phone, this is playing from the phone, via your local wifi network, so your phone must be kept in wifi access range or the music will stop playing.