I found a way to integrate Wemo bulbs with Alexa. First, I disconnected and then deleted my Wemo plugs that the Wemo bulbs were connected to on the Alexa app. Then I connected the Wemo link to the wall plug, reset each bulb until they blinked then went to the Alexa app and clicked Add Device and the bulbs started to blink again and they were added under Devices. I am able now able to use Alexa to dim, turn off and turn on the Wemo bulbs.
WeMo bulbs and other devices on the WeMo Link are officially not supported by Belkin with Alexa. However, if you have a WeMo that can be physically switched on/off, once you do so as part of the initial pairing process, the WeMo skill for Alexa will pick up devices connected to the Link. On/off/dimming only; you can’t control the colors.