The Alekhine's defense is in defense to e4. 1. e4 Nf6
e5 is a common move, it attacks the knight. You play Nd5. If they play c4, play Nb6. If c5 to kick the knight again, play Nd5 again. This makes an outpost for your knight.
When c4 is played it's called the two pawns attack variation, if they play c5, it becomes the two pawns attack, Lasker Variation. They should play d4 after c4, and it should transpose into the Normal Variation after you play d6.
If on the second move they play the move d4, you can play an unsound gambit, called the O'Sullivan gambit, with b5. They will gladly take on b5, as it is the best move. You will play c4. If they take your pawn, Qa5+ is nasty. The best move is Nd2 to block the check, you will pick up the bishop. They can't play Nc3, because you will take it with your knight, they will double their pawns and you will win the bishop.
If they take your knight with their queen, you play Bb7, hitting the queen and x-raying g2. When the queen moves, you will either trade the queen, or capture on g2 and eventually on h1, depending on where the queen moved. If you ever find yourself in a tournament, do not play this! It relies on your opponent to make mistakes.
The Normal Variation as discussed before should look like this:
So the average Alekhine's Defense should go like this: 1. e4 Nf3 2. e5 Nd5 3. d4 d6 4. c4 Nb6
The Exchange Variation
They can play the Exchange Variation by taking your pawn, with exd6. Don't take back with the queen. Taking with the C-pawn is more favorable at the master level, so I will go over that first. You keep a kingside majority, meaning you have more pawns on your kingside so in an endgame you would create a passed pawn.
If they ever push c5, you will take, then take the queen, and it could go as it is below:
Clearly c5 was wrong, so the better move is Nc3. You play g6 preparing a fianchetto. The best move according to stockfish, the best computer, for white, is a4. Now stockfish says you should play Bg7, and let them kick the knight to d7, but If you want to prevent your knight from getting passive, is to play a4. But that's just my opinion. The computer doesn't even hate the move a5.
Now what if we take with our e-pawn? you may get some shock value out of this, but if you play this defense you already will get some shock value. We get to move our bishop to the somewhat active e7-h4 diagonal, and then prepare to castle. We don't control the long diagonal but the bishop can move to f6 anytime. We can develop the light-squared bishop or the knight to c6. If they move one of the pawns it gets very dangerous, as you can just target the base pawn.
We can begin to attack the C-pawn in the example above. The D-pawn can easily become Isolated.
The Four Pawn's Attack
The Four Pawn's Attack begins after we get into the position below: They will play f4, having a huge center. The best move is Bf5 and it should go as it does below:
Black can push e6 and get the bishop out. You can find active squares with all your pieces!
The Idea behind the opening
Whenever you push a pawn in the opening you might neglect the opportunity to develop a piece. Whenever you push a pawn in general, you can leave a hole for your opponent to make an outpost in. The idea of the Alekhine's defense is to make the opponent push pawns while you will be able to attack the pawns while your opponent still has to develop. In the example below you can see how black would have a lead in development, and they have a powerful outpost for the knight.

That's basically it. Those are the main responses from white, it's an aggressive and hypermodern opening that will be sure to shock some people, especially at lower levels, who don't know the theory of it.