If so is it still possible to do it through Steam? (Since you obviously need to use steam to play on the Alpha...)
The Alienware Alpha supports keyboard input even when you're using the console UI. I can't say whether Steam big picture mode will allow you to open a console in a game when it's running, but if it does then you will be able to enter console commands.
This assumes that you're referring to console commands in games - you might want to edit your question to make it more clear.