The Dot goes directly into setup on plugging in (first power up) if has never been setup prior.
I suspect the echo and tap do the same (don't own one so I'm guessing).
If it doesn't go into setup I suspect it has already been registered to someone and must be unregistered.
If your device still doesn't go into setup mode after doing as mike27oct suggested and your sure it hasn't been register prior call tech support as the device may be defective.