I put a screenshot in step 10 of the community FAQ.
It’s not under the “convenience” section of more in smart set up. You don’t install it yourself.
Instead, when you use the echo app to link to smartthings, smartthings will automatically install the Amazon Echo SmartApp for you, basically the same way the IFTTT smartapp works, except the Amazon smartapp will appear in the “convenience” section of the dashboard.
NEW: Alexa IFTTT Triggers As of November 12, 2015, there are now two official ways to integrate Alexa and SmartThings. The first way is fast and simple, and can do any one thing that you can do in the official SmartThings IFTTT channel. You pick any phrase you want to use, and use that as the “if” in the Alexa channel at IFTTT for a new recipe. Then you just pick from the dropdown options in the SmartThings IFTTT channel as the “that.” To use a recipe, you say “Alexa, trigger {my phrase}.” So you could say “Alexa, trigger open the pod bay doors” to open your garage door, “Alexa, trigger autodestruct” to turn on your siren, “Alexa, trigger kitchen lights” to turn on your kitchen light. Whatever you want. This is the power of IFTTT, and why SmartThings having a channel there is so u…