The Alpha Weekend (or Alpha Day) is an opportunity for groups to go away together to watch and discuss 3 or 4 Alpha talks. This is the time when relationships are deepened and lives are impacted by specific times for prayer.
The purpose of the weekend is to learn about the Holy Spirit, discuss the talks, pray with guests, and ask God to fill them with His Holy Spirit. It's usually held after Week 7 (How does God guide us?) depending on your schedule.
Even if you do an Alpha Day, be creative in providing a unique atmosphere for guests to get to know each other, to relax, de-stress from daily concerns, and build in some optional "free time" when guests can do whatever they'd like.