hm.... its easy to explain but hard to find
about in the middle of the map theres a hot steam, go down the hot steam and touch it.
Go to a cave with a woman in it, take to her and fight her. After beating her you will able to get Alex. If you can find her, just simply stand still and wait for Cloud pass out. After waking up in the house, walk down back to the mase, keep walking YOUR right, which means the the Screen's right. You will find a cave at the right side of a screen eventually...
