Hi there and welcome
For the WeMo switch, you connect it to your Light and then add it to the Alexa via an app in order to control it
This video I have for you will step you through this
Let me know please how you go
You do not ask Alexa you have to do it via the App.
To avoid confusion I provided the film to do this, did you carefully go through it and follow the steps?
I repeated it again below