So, deploying the app itself follows the same process as any other app.
The step that appears to be missing is the managed app component.
Sophos has this detailed here: https://docs.sophos.com/central/Mobile/help/en-us/AdminHelp/MTDWithIXM/ThirdPartyEMM/index.html
And this can be achieved in Systems Manager by going to Systems Manager > Settings > Add Profile > Device Profile
Give it a name
Click + Add settings
Click Managed App Config
Select iOS
Select the Sophos app from the drop down list. If it's not there, you'll have to add it via the VPP process (if that's what you're using)
And then you'll be able to add the parameters as above
