Yes, you can connect Alexa speakers to the audio output. The device has two RCA sockets (red and white) and a 3.5 mm jack socket as an output, which you can use to connect active speakers or amplifiers to speakers.

Please note that the maximum output power is 0.3 W. Depending on the model of your Alexa speaker, you must check whether it has a line-in input (cinch or jack) and whether the power is sufficient.