It will only be compatible with the Nook.
There are two issues:
- It might come in ePub or in eReader format
- If ePub, the DRM (encryption) is different to Adobe's standard scheme
If you buy (or download) with the Windows B&N Reader you maximize the odds of getting an ePub. Once downloaded, you will need to strip the DRM to use on your Sony. See
Barnes & Noble DRM for EPUB circumvented. Note that doing this for personal use on an ebook you paid for is likely legal in the US.
If you get an eReader ebook (with extension .pdb) its DRM can also be stripped and Calibre can convert to ePub. However, this is a lot of work if the ebook is available elsewhere in ePub.