Hi marinabir94
Brilliant question. An Alert stage is used to display notifications (on screen) whilst a process runs within the Control Room. It displays notifications in a similar fashion to the Facebook notifications you get within your browser when you remain logged in.
You can use it the same way as you would with any other stage in your process. Just link it in where you feel you can benefit from a notification. I personally would place these at points where your process terminates (and you cannot recover) or when a process has successfully completed.
An Alert stage allows you to link back into a process which means that the process does not stop when it reaches this particular point. If you don't provide a Link from the Alert stage to go to the next logical stage in your process then the process will of course terminate.
The message displayed will show up in the Session Logs.
I hope this helps. If I've not answered your question properly - do let me know