For all devices you need to go to the settings > playback Equaliser of your chosen music medium source
Examples:
Apple Music - Settings>Playback EQ
Spotify - Your library>settings (right hand corner)>Playback>Equalizer
For Alexa connected devices it very simple:
"Alexa. turn up the bass" or "Alexa, set the bass to maximum"
"Alexa, set treble to 6"