Most of the time, Europeans fought one tribe at a time, rather than a large alliance of Native Americans.

Then, in many cases, they made natives fight each other, and they recruited "auxiliary indians".

The siege of Tenochtitlan involved 200,000 Tlaxcalans fighting on the European side.

In other cases, such as the Battle of Cajamarca, they used their horse + armor advantage to kidnap the leader and ask everyone else to stand down.

If natives had fought together as an alliance since the beginning, they would have time to adapt and catch up. Like the Mapuche did (they won the Arauco war).