No Sony cameras tether.
The only cameras that do - from Canon, Nikon and Leica - can do so because these manufacturers provide a Software Development Kit (SDK) from which Adobe can obtain the necessary software "hooks" that allow Lightroom to recognise and tether to their cameras.
I understand that Sony might now be producing an SDK, but whether it provides suitable code for Lightroom tethering is anyone's guess.
A number of others have requested tethering for Sony cameras -- please add your vote and opinion to this topic in the official Adobe feedback forum: Lightroom: Add Tethered Support for Sony cameras. That will make it a little more likely Adobe might prioritize the feature.