AFAIK this Alesis does not have a USB connection: it outputs MIDI on a DIN (5-pin) socket: so you will need a MIDI to USB adaptor such as the
Edirol UM-1EX. With this connected, go to Applications>Utilities>Audio MIDI setup and follow the instructions outlined in this page:
http://www.sonosphere.com/MusicSoftware/MacOSX/AudioMIDISetup/
This done, GB should detect the Alesis automatically. Remember that, connected this way, you will not be recording the Alesis's own sounds, only the instruments built into GarageBand.