Alpha is configured to use the LaTeX macros right out of the box, so there is no installation process per se. However, there are a number of flags and variables that control the inner workings of latex.tcl that may be changed at the user's discretion.
The following TeX mode flags and variables may be accessed by pulling down the Config menu and opening the Flags dialog on the Current Mode submenu. See the Alpha Manual (on the System help menu under the question mark) for more information about Alpha's global variables.