Alpha owner here. It does not work, as I have tried it. I ordered a third party active pen from Amazon called "RENAISSER Stylus for Surface". This is the one that works for me, but there are others too from different brands. I am not affiliated with this. I think anything that might work for a Microsoft Surface will work on the Alpha.
I have the same question and Customer Service said the S Pen does work with the Flex2 Alpha, but it doesn't come with one. I have an S Pen from my Samsung Tablet, another from my Note 10, and another from an older Note phone and none work. Does Samsung ever reply to these threads?