The easiest waty to find this summon (awesome as it is!!!) when snowboarding when the course splits go right both times. When you finsh the course and land keep heading north-west till you reach the Hot Springs. When you get there go down to the waters edge and touch it. That is the easy part now for the more complex part. Continue on until you get to the white screen where you can place landmarks. Head towards the middle wher ther is a small hut and enter it. As soon as you exit the cave start heading west placing landmarks constantly while doing so. When the wind starts to blow stop and wait for it to pass. When it has passed face yourself in the direction your landmarks are going and repeat this strategy until you exit this area. Follow this area to the west and eventually you should see a rock face with an entrance in the side. Go inside here and address the woman there she will scold you and attack you (do not worry she is not very strong just as strong as the normal Snow enemy) after her demise she will drop the Alexander materia and you can then just pick it up as simple as that!