Currently activating the Sonos integration in version 2.0.6 leads to the configuration process never finishing when having Sonos with the latest firmware. We are currently investigating this issue and will report back soon. For the moment the workaround is to configure Sonos directly on the Sonos app pointing to the music shared folders. To access your music server's shared folders, please check the following article:
Version 2.0.7 is now available and should resolve this issue. Please contact Support if it's not the case.