Solution:

The answer is $\mathbf{(C)}$. Note that, if Alice takes 3 envelopes, she cannot be sure of having the 3 pairs of socks she needs: for example the first envelope could contain a white sock, a yellow one and a red one, the second a white one, a yellow one and a green one, and the third a white one, a yellow one and a light blue one, and there would be only two well-matched pairs (a white one and a yellow one).

If Alice takes 4 envelopes, we see that in every case she finds the 3 pairs she needs. Let us call the three (distinct) colors of the socks present in the first envelope $A, B$ and $C$; let us call $D$ and $E$ the two colors that do not appear in the first envelope. The second envelope must have at least one color in common with the first, say $A$, of which we then have the pair. If it has no other colors in common, its colors are $A, D$ and $E$, so with the third envelope we obtain the other two pairs (at least two socks are not $A$ and so they pair up with non-$A$ socks found previously). If the second envelope has at least one other color in common, say $B$, we also have the pair of that color. It remains to find the third pair: observing that each of the 4 envelopes contains at least one sock of a color different from $A$ and from $B$, among these socks there must be two of the same color (there are only 3 available colors, namely $C, D$ and $E$) and then these socks will be the third pair. The minimum number of envelopes required is therefore 4.