Using Amazon Alexa to control your lighting does require wifi bulbs or smart bulb as they are known. You can purchase pretty much all of the regular and universally sized light bulbs as a wifi smart bulb with Alexa.
You can browse a selection of bulbs on the Amazon Store for example GU10, B22, Bayonet, Screw Cap. Or a general search on Wifi Bulbs will provide a number of options depending on your specific requirements.
If you are new to smart bulbs you may notice their retail price is higher than non smart bulbs, but they will last longer, be more efficient and be a sound investment due to their functionality and lighting capabilities.