Unless you have a dedicated aligner that can separate/respect ALT loci from the main chromosomes you should remove it. That is not specific to RNA-seq but to any sequencing as ALTs will cause multimapping for these genes and multimappers are often ignored in downstream analysis. Just use the normal reference genome for your analysis. ALT is really just useful if you are particularily interested in these regions and have a pipeline that is tailored for it.

Side note: It is generally good practice to include a little more than a link without further text into a question.