2, Open the left navigation panel and then select Settings.
3, Select your Echo Dot and then select Bluetooth > Pair a New Device. Your Echo Dot enters pairing mode.
4, Open the Bluetooth settings menu on your mobile device and select your Echo Dot. It may take a few seconds for your Echo Dot to appear in the list. Alexa then tells you if the connection is successful.
5, To disconnect your mobile device from Echo Dot, say, "Disconnect."
PS: here is a link from Amazon, you can get more info: https://www.amazon.com/gp/help/customer/display.html?nodeId=202011860
BTW, I also have found a video from YouTube, it may help you connect the soundbar to your Amazon echo speaker, here is the link: https://www.youtube.com/watch?v=lXpvsklvuK0
another link: https://www.youtube.com/watch?v=PKmzrQsSAlU
PS: Except for the Bluetooth, you also can use the RCA to 3.5mm audio cable to connect the soundbar to your Amazon echo dot, thank you!
Please note the Bluetooth connection only for music play, the soundbar does not have the built-in Alexa.
Please kindly try, thank you!