Hi Jeanphy,
The DPA microphone slots directly into the Alpha, next to the breath pipe. You can set up various parameters for the microphone through the Advanced Heapdhone and Microphone controls (details on the last page of your reference guide). The audio of the microphone is a dedicated channel on the EigenD mixer and you can combine it together with the instruments. When running at 96k with the standard 512 sample buffer size, monitoring the microphone through your headphones is low enough latency to make this comfortable during performance (some people are even ok with a lower sampling rate, but I'm personally quite sensitive to latency). You can use the headphone out from the Alpha for monitoring also, meaning you have everything comfortably together in one physical package (instrument, microphone, monitoring).
I personally have the DPA microphone and am using it with my Alpha. I have to say that it's an extremely nice microphone for vocal work, I really like what I'm hearing. I'm wrapping up some personal projects next week and plan on resuming my personal Eigenharp videos on EigenZone soon after that. I'll probably start with something about the microphone.
Hope this helps,
Geert
Eigenlabs Software Team