I just completed a rental in May and will do another one in July with Alamo in Vegas.
With a reservation confirmation, you still need to check in. Alamo has a bunch of kiosks at their reservation area. They also have agents, but it is faster to go through the kiosk system. You have to input your reservation number, credit card information, etc. and it will then give you a confirmation form. You then go to the Alamo section and select the car type that your reserved...Economy, Compact, Mid-Sized, etc.
You then drive to the check out area, show your reservation form, credit card and driver's license to the attendant. Also, at that time, if you want to log in car damage (dents, etc.) you need to do that. They do not have the damage indication forms in the cars. If you didn't indicate so, they will also ask if you want to take the pre-paid gas plan or fill up on your own before returning. I always fill up on my own.