I have found that if I am using the MC GUI on the Mac and set something playing on a Sonos zone and then run JRemote on my iPhone, it shows the Sonos speaker as the 'Current Zone' and I can then control the music from JRemote.
So, basically, if I already have something playing on the Sonos zone, JRemote can control it, change the music etc.
If nothing is already playing on the Sonos zone, then I am unable to make it the current zone from JRemote.
Is this what you'd expect?