The Alpha license PAKs come in an email, which has an attachment that can be run as a DCL script. One option would be to simply run this script on the Alpha. However, as a newbie hobbyist you may not be up to the challenge of moving (very long) DCL script from the email attachment over to VMS.
I go at this differently. The objective is a running VMS system, and not a running VMS system loaded with every conceivable software package. So, it's perfectly fine to load licenses on an "as-needed" basis.
First, having booted up your Alpha in the FreeAXP window, log in as "system" using the system password you gave during installation. (Helpfully, one login is allowed -- at the system console only -- even when VMS has no licenses loaded.) Then, in another window on the host computer, display the DCL file you received from the HP OpenVMS Hobbyist program. Find the stanza that says:
$ LICENSE REGISTER OPENVMS-ALPHA - /ISSUER=DEC - /AUTHORIZATION=HOBBYIST-VA-KEYXXXXX-XXXXXX - /PRODUCER=DEC - /UNITS=0 - /TERMINATION_DATE=2-MAY-2013 - /ACTIVITY=CONSTANT=100 - /CHECKSUM=2-XXXX-XXXX-XXXX-XXXX
Now, just cut-and-paste these lines from the email attachment into the FreeAXP window where your Alpha is running VMS. The commands will run, even with the extra '$' signs. Be aware that the FreeAXP window is actually Putty, so to paste just right-click the mouse. Copying stuff and pasting it into Putty can be a somewhat delicate operation so you might want to practice first.
After that you should issue the command LICENSE LOAD OPENVMS-ALPHA. You should see the Alpha emit a satisfied cluck:
$ $ LICENSE REGISTER OPENVMS-ALPHA - _$ /ISSUER=DEC - _$ /AUTHORIZATION=HOBBYIST-VA-KEYXXXXX-XXXXXX - _$ /PRODUCER=DEC - _$ /UNITS=0 - _$ /TERMINATION_DATE=2-MAY-2013 - _$ /ACTIVITY=CONSTANT=100 - _$ /CHECKSUM=2-XXXX-XXXX-XXXX-XXXX $ license load openvms-alpha %LICENSE-I-LOADED, DEC OPENVMS-ALPHA was successfully loaded with 0 units $
Now, do the same with the OPENVMS-ALPHA-USER license PAK. At this point, you should be able to create a user and log in from a terminal.