In order to enable multi-room music, you will have to go through a few steps in your Alexa app.
First, open the Alexa app and click Smart Home.
Next, open Groups.
Then, scroll to the bottom of the page and hit the Create Group button.
You will be asked what kind of group you would like to create. Select Multi-room Music.
On the next screen you will be asked to name the group, this is how you will ask Alexa to play music on your selected speakers, so be sure to choose something easy to remember and say. You can either make up your own name or choose from a list of suggestions from Amazon.
Last, select the Echo devices you want to add to the group. At the time of this post, you can only select Echo devices. But Amazon has announced that more devices, such as Sonos, Bose, Sound United and Samsung, will be coming soon.
Once you are finished, hit the Create Group button. The app will check your devices and then notify you that the group is ready to use.