If you are not used to alias accounts they can seem a bit confusing. If you do nothing, all email being sent to your alias will end up in the Inbox. If you prefer that the alias account email go into it's own place, you need to make a folder and then make a rule that tells Outlook to place any mail from the alias into the folder.
Make a Folder
Since there are a number of versions of Outlook available, the easiest way to explain setting up a folder is to suggest that you type "create folder" in the Outlook search field. The Outlook Help will give step by step instructions.
Create a Rule
Again, use your Outlook search field. Type "Create a rule".
Choose the option that explains how to create a rule from scratch
Choose the option that explains how to create the rule by specifying your own conditions.
You want to move every message: with specific words in the recipient's address. Replace specific words with your alias name.
Choose Move it to the specified folder. Replace specified with your folder's name.
Once you are done choosing your appropriate conditions, choose Finish, then Apply.