Alder doesn't need to be primed per se. It sands down pretty smooth on its own, and the grain is tight enough that it doesn't need filling. But, it'll still soak up finish, so it's a good idea to give a "wash" coat of some kind. You can use sanding sealer, which is what most guys use, or you can just shoot a highly-reduced mixture of your beauty finish. Some guys will use reduced shellac.
The thing you're trying to do is keep stain from bleeding, if you've applied any, and to force the wood to raise grain if it's so inclined. In more severe cases, several coats of sealer will do some minor filling. Once you sand it after that, you should be good to go.