Can't do Multi-Music Room on Echo and Echo Dot
You have to use the Alexa phone app to create Multi-Room "group(s)" -- no single device can belong to more than ONE group (i.e., I have "Upstairs" and "Downstairs" groups so that I can play music on each floor seperately -- if you only have a few Echo devices (I'm obsessive -- my 2 bedroom apt hosts 8 Echo devices -- yeah, I'm overboard!)
{edited for privacy}