I run a home theatre and automation company here in Calgary and we do a ton of multi-room audio wiring.
Volume Controls(most atleast) will require a 16/4 - 4 conductor wire to be run from the 'Source' to the Volume Control 'Input' you then have your speaker wire terminated at the 'Output' on the volume control.
Now keep in mind that the Cat5 is there for 'FUTURE PROOFING' so that if in the future you wanted to install a digital keypad to control the audio system you would be able to do that. If you take out the volume control there should be a cat5 in the wall at that location.
If you haven't purchased the Sonos system yet...you should PM me i'll give you a deal
