Simply search for "Apple Music" in the skills section of the Alexa app and hit "Enable to use" to link your Apple Music account. You will be asked to allow Alexa to access Apple Music and can even designate Apple Music as your default music player so you don't have to constantly specify "Apple Music" in your command.
It was easy to set up and worked well for me during a cursory test. My Amazon Echo Dot did have to go through a short software update first, but that, along with enabling the Apple Music account, was all it took.
, which only supports Apple Music natively,
speakers work with Spotify, Pandora,
Music, Amazon Music Unlimited, iHeartRadio, TuneIn and SiriusXM -- in addition to Apple Music.