One thing - If you can extract only the ALX.exe file you can use it (by that I mean targetng it through the EB.exe properties)

Second thing, installing RTW in a default folder is one step closer to use ALX.exe in a simple way, because if you use your own selected folder you might have some probs that can realy be outsided only if you have some more expirience in installing TW games... but I am sure you do so I will say the third one

The third one is the intall process ''step by step'' - this means: install RTW in a default folder, then patch it to 1,3 and then to 1,5 and only then install Alexander..

And the mod disscussion is in another thread - this is the thread that helps you use ALX.exe with vanilla EB only, the ALX EB mode is beta and an beta 2 will be out in a few days (it's just that I have it done but I am waithing for some other ALX EB members to do their part )

hope this helps