If you want to connect coz you want to voice command your PC, just use Cortana.
I don't know why you would use dot as your PC speaker though unless your speaker is busted.
If you are indeed wanting to voice command your PC, it's either you don't know how to use Cortana or you are like everyone else that thinks alexa is the only AI.
Cortana is built in Win 10. Cortana is waiting and ready for your commands. I have a new laptop so Cortana is my fave AI right now.
I just bought a hue starter kit and finding it waaay easier to turn on/off my light switches manually coz alexa needs to be told bajillion times to turn on my light before she turns it on for me, WTF.