This is a paperback novel I read in a library in the US in the 90s. IIRC, the cover depicted a guy with a sword (presumably Alexander) on a chessboard (possibly fighting/standing over an alien). I vaguely remember something in the background. Maybe a ringworld setting? Certainly some sort of space background.
The plot involves Aliens that abduct historical characters from various planets and have them do battle against each other on a game world (there's something about large walls splitting the world into various sectors -- that's why I'm thinking ringworld-like setting). Gambling is involved.
In this case, the Aliens take Alexander (right before he died), along with a (one-eyed?) henchman who manages to come along. Alexander and henchman are placed in a world/scenario where a race of humanoids (but bigger and stronger than an average human) rule over the humans. Alexander's task is to unite the human tribes and overthrow the aliens.
To make things interesting, the Aliens also place some hero-humanoid historical figure on the world to see if he can stop Alexander. Then they place bets.
Alexander manages to unite the tribes and drills them in phalanx maneuvers. He then takes his army to the field and crushes the initial humanoid (cavalry?) attack against him. This finally convinces the humanoids to trust their hero to train them in a similar manner. They do so, and things become more of a stalemate.
Then, (for some reason) there's a big iron meteor that becomes important (maybe they need the metal for weapons?) and both sides build navies and battle on water.
Then there's some "iron turtles" (essentially armored shells pushed by the humanoids on the inside) that need to be defeated.
The war comes to a climax when Alexander challenges the humanoid hero to one on one combat (which greatly favors the latter because of superior strength/size).
Alexander of course ends up winning, but sparing the other guy.
All along there's a side plot where the abducting Aliens are trying to rig the game (I think the "bad alien" is betting against Alexander) and they rig things to make it look like Alexander kills the other guy. In reality, the ending scene has the two them teaming up and planning to try and liberate the other games on the world (something about going over the barriers).