If you have already checked in for the flight, you will need to either call or text (text is often easier for me) and ask them to cancel for you. Their number to text is 82008, and they'll walk you through it.
If you have not checked in you can typically cancel yourself online or in the Alaska app.
You should receive a full wallet credit without fees, usually instantly if you booked the flight more than 24hours before cancellation.
Pleasant travels!