Strange. What phone do you have? And the easiest way to set it up is to hold down the side button then the interface should pop up. Also, thanks to Bixby Routines (AKA Modes And Routines), I have the 'Ask Alexa' button mapped to a double-press of the power side key.
You can also start bixby via the Settings app on your phone by searching for it.
BTW...
Thanks to the Routines Plus module via the Goodlock app in the Galaxy Store, that's how I got that Alexa trick to work.