Make sure you have the Amazon Alexa app installed on your device. If necessary, download the Alexa app from Google Play or the App Store, and with your headphones connected to your device, follow the instructions in the app to setup Alexa.
Note: Amazon Alexa isn’t available in all languages and countries.
If pressing the Action button is not activating Alexa correctly, here's a few things you can try:
Reboot your device
Make sure the Action button is set to Amazon Alexa. In the Bose Connect app, select Settings > Action button > Amazon Alexa
Connect your mobile device to Wi-Fi®
Disconnect Bluetooth® and reconnect
Clear the Bluetooth device list from your headphones by sliding the power button all the way and holding for 10 seconds. You should hear "Device list cleared" from the headphones. In your device, go into Bluetooth settings, and remove the headphones. Reconnect the headphones to your device