Smartthings or not, Alexa currently doesn’t allow you to set up an output event in that way. Unless you paired it as a Bluetooth speaker but that’s a whole entirely different situation.
It seems most likely that the initial direct integration will be using voice to Alexa as a trigger to cause smartthings events (lights going on and off etc.) to happen.
Amazon would have to change the echo options before we could have the echo-plays-the-chime when the door opens kind of set ups.
There are other devices that can integrate with smartthings to give you sounds as events, including a new Samsung sound integration just announced today: