I have been trying to stream my PC audio to my Sonos Play 3 and it is not working. I have tried to stream to it but it failed. I then tried a HTTP live stream and it would not play any audio at all. If anyone has this problem or a fix please let me know.
I have a same problem myself.
I can see a device in my device list - but when I stream nothing happens. 
Use the desktop sonos controller to add a radio station.
In the SWYH app, copy the http link and replace the IP address with the IP of your computer. Paste this in as the address of the radio station.
Note, in the setting of the “stream what you hear”, select “Use specific HTTP port”! Then copy the HTTP link for Sonos configuration! Runs good!