First off, alpha males have a certain natural look to them. They are usually tall, with a broad strong build which gives off a sense of power and dominance. So just having the look of power and strength helps. Second, they are confident in what they do and go in knowing they will be better then everyone else at whatever it is. Third, people have a natural gravitation to follow them. Do macho things like go to the gym, play competitive contact sports, and don't show weakness. Its as much about looks as it is personality.
I don't think one can learn to become an alpha male. Its just a personality that people are born with and have reinforced by the idolizing of macho male culture. They don't show weakness and they are just good. Plain and simple. If you aren't this type of guy, sorry dude, but I don't think you can just pick it up like that. I consider myself rather masculine and strive to be macho and dominant in the way I do things. It wasn't something I learned or wanted to become, its just who I am. Its as much a part of me as my arms and my legs.
Think King Leonidas from the movie 300. He's a perfect example of an alpha male. Theres a reason I have him as my avatar.