No. Alamo is onsite. After getting your luggage, take the elevator down to level 1 (pretty sure that's correct), and follow the signs to the garage for the rental cars. Cross the street to get to the garage and follow the signs to Alamo.
You arrive on level 3, your baggage is on level 2 and the rental car desks are on level 1. Instead of going to the desk just walk out the doors and across the one-way street to the parking garage. There will be signs to direct you to Alamo and all of the agencies.