Answering my own question first...
Found I had to install the ESPAsyncTCP library into the Arduino environment manually. In case anyone else has encountered this it can be downloaded from Github here:
https://github.com/me-no-dev/ESPAsyncTCP. Then you can get the Arduino IDE to install this direct from the downloaded zip file via Sketch | Include Library | Add .ZIP Library...
Anyhow once this was installed the example compiled ok. However... the device could not be discovered by Alexa. So I then tried the Fauxmo basic example provided in the Arduino environment. This initially did not work either until I noticed some posts suggesting lwIP setting should be v1.4 (board options). I tried that and hey presto 5 devices were found as per the example. So I then turned back to the B4R example and changed the board option lwIP setting in this case to something listed as hb1 (don't know why the listed settings in B4R don't match the names in the Arduinio IDE options but positionally this looked to be the equivalent). Unfortunately this did not seem to make any difference to discovery. But... decided to try and get the devices discovered using the Arduino example, then go back to the B4R example set up with the same device name. Now if I asked Alexa to change the state of the lamp it worked but in an unreliable and often delayed way and sometimes would say device was faulty.
So something must be different when the code is compiled under B4R rather than Arduino environment though both would seem to use fundamentally the same Fauxmo library. My suspicion is that it might be something to do with the lwIP setting seeing as the symptoms are a kind of lethargy. The board selected is the same in both Arduino and B4R - ESPino (ESP-12 Module), though it is actually an AI Thinker 12F, don't know if that makes any difference. Pretty much everything is at latest version software wise.
Further investigations seem to indicate that it is something not quite right with what is being returned back from the device since the incoming messages from Alexa following a spoken command seem to come through ok most times.