As others have already implied, Sonoff makes several different sensors, so without some more details re: the model #s of the devices you purchased, it's hard for anyone here to provide any info without making assumptions that may not even apply to you.
The official list of compatible devices is maintained here. There is also a list of devices that community members have successfully integrated here (either with built-in drivers or custom code). Zigbee or Z-wave devices, as already mentioned, pair directly to the hub. WiFi devices (or any device that connects to the LAN on its own) generally require more work, because they simply weren't designed to be paired with a home automation hub like Hubitat.
Hubitat staff have done the work for us with a few LAN-based integrations (Yeelight or Hue, for example), but IMHO it would be a waste of their time to prioritize all possible WiFi devices for integration because there are just too many of them, and there is no standard that different manufacturers follow so they usually require some bespoke code (those pesky http calls and APIs you mentioned 
).
