For example, are you asking about:
* Shakespeare's sonnets: These were first published in 1609, though some individual sonnets may have been circulated in manuscript form earlier.
* Petrarch's sonnets: These were published in 1527 in a collection called "Rime".
* Other sonnet collections: There are many other sonnet collections from different periods and authors.
To give you a more specific answer, please tell me which sonnets you have in mind.