This question starts at "how do I run a web server", except that the easiest (least expensive) way starts at "How do I use Amazon Lambda", which immediately spins off into "How do I use insert-web-framework-of-choice". And if you're going to do anything stateful you also need to know databases. And that's even before you get to the ALexa specific stuff. Learning a couple cloud technologies, possibly a new programming language, and several new concepts and tools is well beyond a thread on this forum, and "Google it and come back with specific questions" is the only possible response, honestly.
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