Alpha Colony, along with Beta Colony, was one of the first two interstellar colonies in the universe of the Vorkosigan Saga. Like Beta Colony, Alpha Colony (see interstellar spaceflight) was colonized by slower-than-light sleeper ships. Unlike Beta, however, the colony failed leaving no sign of what had happened. Many years later, the system was reached via wormhole; it was discovered that the colonists have died out.
The colonization was attempted approximately 2200 CE, but failed soon afterwards, probably due to some kind of biological problems.
There is no textev regarding the existence of Alpha Colony; this information comes entirely from authorial comments. See here for a discussion (look at email 7, titled "Chalion news, but not of tours yet", within the webpage).