If you have the Sony Reader app (for android or apple) I think it only has the regions of US & Canada. However, if you have the Reader app on a phone and a tablet, those titles will sync. Read to chapter 3 of a story on the phone then when you have the app and go to that story on a tablet (I haven't tested it on a computer... I guess I should) it will ask if you want to open it to the last page you read and it will sync. Unfortunately it will NOT do that on the Sony ebook reader (even if you do turn the wifi on). I wish it did because that would be great.
As for loading non-Sony epubs to your reader, that can be done if they are non-drm epubs. Ebooks you buy from Barnes and Noble for instance won't load even though it is an epub unless you break the drm (I could never successfully get that to work with B&N books, but Kindles? Not horribly difficult. But you didn't hear me say that here)
There is no way to upload epubs not bought at Sony in the Sony website. You could open a dropbox account and upload your epubs there. With the reader if it is a T1 or higher, you could turn the wifi on and download the books from the mobile dropbox page to your reader easily.
The desktop software of Sony can sync all your epubs, but it doesn't it rather messily (I find it will duplicate what you have over and over again. So really not worth the effort. I never use its software at all if I can help it.