Alexa is Amazon's digital voice assistant. It can be used on smartphones and Amazon Echo products.
Alexa is inspired by the interactive computer voice used in the original Star Trek TV series. The word "Alexa" was chosen because the "X" is easily recognizable for speech recognition. The word is also a tribute to the famous ancient library in Alexandria.
Once Alexa is enabled (see below for how to set it up), you tell Alexa to start the service. It will then begin (or attempt to) interpret what you said. At the end of your question or command, Alexa will send that recording over the internet to the Amazon Alexa cloud-based servers, where the AVS (Alexa Voice Service) resides.
The Alexa Voice Service converts your voice signals into computer language commands that can perform a task (such as finding a requested number). It then converts the computer language into audio signals so that the Alexa voice assistant can verbally provide you with information (such as the time, traffic, and weather).