Does it do anything more advanced? Like play x on Sonos in room Y?
It's not worth the investment for just on/off for me.
The Yonomi app that you currently need to use is working as a "translator" between the Echo and the Sonos.
Yonomi lets you create "routines" that can trigger favorites from your Sonos list on any one or more of your Sonos devices.
Once a routine is created you give it a name - this name is what you need to say to Alex to start the routine.
This makes it a bit of a pain to set of "organic" commands like "play some jazz on the sonos in the living room" because you'd need to create a command called "play some jazz on the sonos in the living room" and, in turn, set up individual commands for "play some jazz on the sonos in bedroom" or "play some soul on the sonos in the living room".
So while it's possible, it's not straight forward.
Download the Yonomi app, it's free and rather than using the Echo to trigger the commands you can just do it manually to see if you can get it to work how you want.