Since your Echo has not been connected to BT, try this easy way to connect:
With the BT transmitter and Echo close to one another:
Say, "Alexa, pair bluetooth" and it will reply. "pairing bluetooth"
Turn on your BT transmitter and put it into pairing mode, and it should pair the two devices rather quickly, and Alexa will say. "Bluetooth paired".
Next time you use them. just turn on the transmitter and the Echo should connect right away without needing pairing again.