What an interesting question, even for me who has no particular interest in Alexa. How the heck can the initial set up take place, and how can the web setup talk to the Echo begore it has joined the WiFi.
I think I eventually figured out the answer. The Echo seems to provide its own wireless network, with an obvious name like ‘Amazon-something’. During setup, you’ll be given instructions to reconfigure your PC’s WiFi , such that the PC connects to the echo. That would obviously allow the Echo to be configured.
It won’t work I assume, if your PC just has an ethernet cable, and no WiFi card.
That is my understanding. If correct, it is amazing that Amazon don’t explain how it works (only how to do it), or explain that it needs a PC with built in Wi Fi. If incorrect, I hope a better explanation will be provided....