I shortly googled and found that Alexa assistant is some app from Amazon. It's not preinstalled to your phone, you need to install and configure it as a voice assistant - again, google about, guides are on the NetHi, is there a way to open alexa assistant instead of google with the swipe from the bottom corners of the screen?
No guarantee that it will work with Xiaomi eu, you should try yourself
Anyway, Alexa assistant is not preinstalled with Xiaomi.eu (Xiaomi.eu is highly debloated ROM), you need to install and configure yourself.
Generally, it's not anything about Xiaomi.eu, hence you need to google about the guides somewhere else