That is unfortunately not possible at this time. We are going Amazon eventually allows it, but there is no word on that ever actually happening.
Let me rephrase this… Talking to one echo and having it automatically play back on another echo is not possible.
But, for those users that do not want to have connected speakers but have multiple echoes and dots, you can do this.
If you have an echo in the living room and a dot in the kitchen, you do this…
Create a profile called living room. Select a light in the living room to flash when that profile is executed. You say, Alexa, tell the living room to record a message, (insert message).
The light in the living room flashes to tell a person in there that there is a message. That person then says, Alexa, play message, and your message plays. They repeat the process to respond.
There are a couple of ways to accomplish this, but that is the simplest.
So, yes, room to room communication is possible without speakers, and your configuration is just as simple as if you did have speakers.