Agent Alpha exists in two works; Men in Black: The Series and the Playstation 1 game; MIB: The Series: Crashdown where he appears as a major antagonist (and receives some additional backstory).
Alpha used to be human. The one-time mentor of K, he used to
rule the MIB with strength and wisdom, until he went bad. Greed and
megalomania caused Alpha to turn against the MIB and ultimately betray
K (at one point leaving him for dead). Alpha turned himself into a
horrific 'cosmic Frankenstein', traveling the space ways in pursuit of
the means to transform himself into the Universe's most supremely
powerful being. He has had numerous encounters with the MIB, and
although he was captured and imprisoned (in human form), he's been
very busy on-board the prison ship, and is set to spring all manner
of nasty surprises on Earth...
His existence doesn't conflict with the main film canon. His character appears to be very loosely based on Agent Ecks from the original comics, an MIB character who went rogue and started using alien tech to augment himself.