When you say Alexa thingy... I presume you mean an echo dot smart speaker or similar.
It is autonomous. No computer required. Simply use your phone and the app to set It up, if it’s not done automatically via your Amazon account and you’re ready to go.
You can talk to it and ask to play a particular song or playlist from your favourite streaming service. Free amazon music is limited. It’s worth the couple a quid a month upgrade if you want it for music streaming.
If you buy a device with a screen such as the Echo show it can be used as a clock, news ticker and show the weather etc.
What is the primary reason you want the device?