From your iOS or Android Sonos App
Find your favorites:
Tap or to discover music.
If you’re listening to music you love, go to Now Playing.
Tap (iOS) or (Android) -> Add to My Sonos.
From your Mac or PC Sonos App
When you see a song you want to make a favorite, click to the right of the selection, and choose Add to Sonos Favorites. Listening to something you want to make a favorite? Click from the NOW PLAYING pane and select Add to Sonos Favorites.