It’s an extremely complicated matter. Bisexuality carried no stigma at the time SO LONG AS you were never ever the penetrated; if you had sex with an equal then essentially you could dry hump all you wanted, with a slave you could do whatever you wanted to, but of course you were still expected to marry and beget children. Alexander’s father Philip is known to have enjoyed the sexual company of boys and men, but his primary interest was women, while Alexander on the other hand seemed to like men far more than women.
His dearest friend was Hephaestion and their love for each other was legendary. There are many stories of Alex’s regard for him- for example, when Alexander received the family of the conquered emperor Darius II they entered his tents and, seeing Hephaestion ,who was taller and more “kingly” to the Persian concept, they mistook him for Alexander and prostrated themselves before him. Several people gasped and a few laughed at their faux pas, but Alexander put his arms around Hephaestion and said “Don’t worry, he’s also Alexander”, basically saying “he’s as much a part of me as I am”. An ancient joke said that “the only battle Alexander ever lost was between Hephaestion’s thighs”, implying they went all the way.
Alexander referred to Hephaestion as his Patroclos, from the friend and lover of Achilles. Alexander was a huge fan of the Iliad and the Odyssey and slept with a copy of them under his bedding, and he would certainly have known of the homoerotic nature of the Achilles:Patroclos relationship.
They were not a monogamous couple. Later Alexander fell for a eunuch sex-toy of the late Persian emperor Darius II and he became not only Alex’s concubine but frequent consort. His men approved; when Bagoas won a dancing contest and Alex decided to show some propriety by not kissing him on the lips as he gave him his prize his men shouted “Kiss him! Kiss him! Go on!”, and he did to their applause. Bagoas was never an advisor or anything more than a sex-toy (literally a sex slave) but he seems to have been extremely enamored of him, though Hephaestion was his first and greatest love.
Alexander married at least two women. The first was Roxanne, an Afghan- a diplomatic alliance undertaken because then as now Afghanistan with its countless caves and nomadic warriors was damned near impossible for an outsider to subdue and he needed an alliance with a very powerful clan. The second was Stateira, the daughter of the former emperor Darius II, which cemented his claims to the Persian Empire; Hephaestion married Stateira’s sister so that their children would be blood to Alexander’s, basically as close as he could come to having kids with Hephaestion.
When Hephaestion died Alexander very nearly went mad. He killed the doctors who had treated him (even though he was generally known for mercy and there wasn’t much the doctors could have done), he went into a deep depression, he ordered the best embalmers and constructed the largest and most elaborate and expensive funeral pyre in history- 30 stories high, hundreds of ships and chariots and gilded everything, something so expensive that even Alexander was considered nuts to pay for something that excessive. It took months to build and then he burned it with Hephaestion’s mummified remains. Alexander had pretty much danced at the funeral of his father and he had lost many advisors and soldiers who were close to him but this was when his men feared for his sanity, and his own life began a sharp decline after Hephaestion’s death: he drank more, was more reclusive and morose, and never stopped crying for Hephaestion.
When he died at least one of his two wives, Roxanne, was pregnant. By some accounts they both were, but accounts agree that Roxanne promptly murdered Stateira and her son, born a few months after his death, was his only legitimate child. (There were accounts of others but mainly from people seeking some claimant to rally around as his empire quickly fell apart; they even placed his mentally retarded brother on the throne in a futile attempt to hold his dominions together.)
I don’t know, but apparently it involves a riding crop and a helmet.