The Red Hat Linux 5.2 Installation Guide contains most of the information necessary for the successful installation of Red Hat Linux on an Alpha-based system. However, there is additional information that just wouldn't fit in the Installation Guide; we have made that information available here.
You should start the process of installing Red Hat Linux/Alpha by first reading the Installation Guide. Make sure you take note of the Alpha-specific information contained there. Then, review this document to fill in any gaps left by the Installation Guide.