Alias is like a windows way of saying "shortcut", i.e. it links to target address. As far as I know, there are 4 ways to make alias for Mac.

Mouse in Action

• Highlight the object(s)
• Clck on object (any can do)
• Choose from the pop-up menu Make Alias
• New alias object will appear in no time

Mouse Genius Discovery

• Highlight the object(s)
• Drag the object(s) with pressed down
• Arrow will likely to appear at the left bottom corner of the dragged object(s)
• Drop anywhere suitable to create the alias

Apple Menu Complexity

• Highlight the object(s)
• Jump to Apple menu bar, i.e. ?
• Go under File tab (F)
• Select the Make Alias action (M)

Keyboard Quickness

• Highlight the object(s)
• Hit the L and the alias will appear

It's obvious right what to choose. But I still list down all the make of alias ways, so you can choose according to your preference. Have fun with your Mac.