Yes to all three questions. The My Cloud has an embedded media server called Twonky. You should download and read the My Cloud User Manual (http://support.wdc.com/product.aspx?ID=904) which explains how to use the various features/functions of the My Cloud. Also see the various FAQ questions at the previous link (its the WD Support link). For remote access/musing playing on a mobile device one would use the WD My Cloud app for iOS/Android. See the following links:
http://setup.wd2go.com/index.php?mod=download&device=mc
http://mycloud.com/learn/?id=mycloud
And do a subforum search through this subforum, using the magnifying glass icon upper right, for Sonos to see the various issues other Sonos users have had.
One should also see the following unofficial Twonky FAQ which details various things that help make using Twonky easier/better.
https://community.wd.com/t/faq-twonky-dlna-media-server-setup-use/95373
