Not really enough info to guide us here. What platform(Mac or PC)? Generally, there are 3 important details.
#1-insert EZdrummer on a STEREO INSTRUMENT track
#2-open EZDrummer and check to see if it has a midi-mapping preset for alesis
#3-(inside Pro Tools) go to Setup>Midi>Midi Studio and create an "instrument"(the Alesis kit) and designate IN and OUT ports(probably something like "Alesis USB[Emulated]".
By default, any MIDI or INSTRUMENT track will receive midi from any available source, but sources need to be made available in the Midi Studio window(I run PC and the above instructions allowed me to use a Roland TD10 kit with any drum VI plugin. Mac may need slightly different actions)