You’ll need Alexa Media Player (AMP for short).
Plenty of threads about it here because it’s effectively been abandoned and recently caused massive issues with HA.
Petro and a few others are currently working on rewriting this integration from scratch and bringing everything into HA without relying on third-party integrations.
I suggest you follow that thread for progress updates and not to install AMP in its current state to avoid issues. In the meantime you can get Alexa working the other way round by signing up for a Nabu Casa subscription, which supports the devs.