This is done with the Alexa ‘enabled’ Groups in the Amazon Alexa App. You need to enable/control a group with the Alexa component - this can be done with an Amazon echo device, or the Sonos Alexa capable device with the assistant installed.

Add the speakers you wish to control to the last section of the group and also (if there’s no Alexa component on the speaker (ie. an old Play:1/3) then add that aswell to the second part of the group for audio ‘ducking’ purposes.

Once the Group is setup, you can then play audio on all speakers by speaking to any of the ‘enabling/controlling’ Alexa device… The speakers in the 3rd section of the group will then automatically group together for playback. 
 

If you ask a ‘controlling’ Alexa to alter the volume eg. "Alexa set the volume to 4” (just as an example) then the volume on all speaker devices in the group will change to 40% volume level.

Hope that assists.

Hi Kenmany

Many thanks, I'll try this fix soon.

Good day !

This does not work. Sorry, but whoever marked this as a solution is absolutely mistaken. Did you ever solve the problem on your speakers, Azerty?

Well, wouldn’t you know that I just tried again and Alexa IS working to control all speakers within the group I’ve created with the simply command “Alexa, Volume (any number, 1-10).”