The word Yoga traditionally refers to certain mental and physical disciplines associated with meditative practices originating in India. People in the West generally regard Yoga as a form of physical exercise; it is highly effective in that regard.

Alpha is a word used to describe one of several general brainwave states that can be measured with an EEG or other similar device.

A high degree of alpha waves present in an individual is indicative of a mental state characterized by "relaxed attentiveness." Meditation, in its various forms, is one way to achieve this state, although closing the eyes seems to inhibit Alpha in many subjects.

Alpha brain waves have a number of possible applications, see here.

When I do yoga I find it much more difficult to meditate.

I have to spend energy and concentration on the different poses. I think the average person would not be able to get into the same meditation state of just sitting, while contorting their body.