This has been one of the hardest things to search for on the internet in my entire experience as an internet-using human. Heaven forbid you opted for a fancy projector and HDFury Arcana for your "tv" instead of opting for a **bleep** Costco specal Vizio TV like the rest of the plebians seem to be using with their Roku.
You gotta use IR. First, you have to go through Roku's settings panel and 'trick' the Roku into using IR mode for its remote (as opposed to CEC).
Then, you use your Sonos app settings and learn the Roku remote's IR codes for the Sonos Arc's volume +/- and mute functionality.
So first, fake out Roku into using IR mode on its remote, as follows:
Roku -> Settings -> Remote & Devices -> Remotes -> "Voice Remote Pro" (or whatever your remote is called) -> Set up remote for TV control -> IR Setup
For TV Brand, it doesn't matter. We just need to get past this settings wizard in the affirmative. We are just trying to trick Roku into using IR mode for its remote here and we will have the Sonos Arc 'learn' the Roku remote's IR signals later. So for example pick "Sony" as your TV. The Roku will put up a "Is music playing?". Regardless of whether or not there is music playing, select "Yes, music is playing." Then it will show "Do you still hear the music?" Select NO, even though you likely still hear the music. We are faking it out. It will then say, "Success! Your Roku remote is set up to control this TV's power & volume." (even though it's not .. yet)
Ok now on your Sonos app... god knows how accurate these instructions will be since Sonos seems to shuffle things around every few weeks, so good luck. Click the 'Gear' icon to access Sonos settings. In this settings panel the first thing you will see is your home name "MYHOUSE" for me, and then the specific system that contains your Arc soundbar "LIVING ROOM" for me, -- it will say "Arc. >". Select this item.
It will take you to the "Arc Speakers" setting panel. Scroll way down to "Home Theater Setup" and select "Remote Control Setup".
If it says "Your TV remote is already set up, would you like to set up another on?" then you want to select "Set up another TV remote". I don't know the other path here if you have never set up a TV remote with your Arc, since I'm not about to delete and re-add my Arc just for clarity in this post, but if you've gotten this far you can figure it out!
It will then tell you to get your remote. Hit 'Continue'.
Finally it will say "Point your TV remote at Sonos Arc and press Volume +". SOLIDLY PUSH the "Volume Up' button that is on the side of your Roku remote and hold it for like 2 seconds and then release it. Don't be a ninny, this is not the time to accidentally flinch and double-push or not push the button long enough. Aim and push it like you mean it. Then, Sonos app may or may not guide you through "Volume Down" and "Mute", and sometimes it might ask you to push the button 3x times, etc. Do what is says, and if it doesn't work, try a few times and make sure you're aiming right at the soundbar.
Anyway this is what worked for me. I've scoured the internet now, and I did as well a few years back when I needed to do this, and NOBODY had any answers. So hopefully this is useful, and if so up-doot it or give it a thumbs up or kudos or send me a coffee or whatever, so others (such as @dhavalpatel37 in 2022!) who posted un-answered questions might find this and get going without throwing the their remote through the window.
