The sonic wave device is a motion detector which was used by Light-Fingered Fred and Gomez to make a robbery at an old vault in London, which caused Davina Nicholson to become trapped underground.
Unfortunately, this device made the mission to rescue Davina by Virgil Tracy and Cass McCready very difficult because, as they learnt from Parker, it will go off without warning.
However, despite reaching the trapped Davina, Virgil and McCready couldn't return the same way they came from, so with Parker's advice, they used the sonic wave device to free themselves via the disused London Underground.