Connect Sonoff and physical switch with a lamp
You really can't do it that way. Your wall switch physically cuts the power off so that means the wifi switch isn't on anymore. What you could do is rewire the switch to remove the physical component (in other words the device would always be hot) and replace it with a compatible wifi switch like this one. 

The catch here is you'll almost certainly need a neutral in the light switch box. Make sure you have one or you'll be re-running wire to that box to make this work.