^Alexander describes his skein relation toward the end of his paper under the heading "miscellaneous theorems", which is possibly why it got lost. Joan Birman mentions in her paper New points of view in knot theory (Bull. Amer. Math. Soc. (N.S.) 28 (1993), no. 2, 253–287) that Mark Kidwell brought her attention to Alexander's relation in 1970.
Adams, Colin C. The Knot Book: An elementary introduction to the mathematical theory of knots Revised reprint of the 1994 original. Providence, RI: American Mathematical Society. 2004. ISBN 978-0-8218-3678-1. (accessible introduction utilizing a skein relation approach)
Fox, Ralph. A quick trip through knot theory, In Topology of ThreeManifold Proceedings of 1961 Topology Institute at Univ. of Georgia, edited by M.K.Fort. Englewood Cliffs. N. J.: Prentice-Hall: 120–167. 1961.
Kawauchi, Akio. A Survey of Knot Theory. Birkhauser. 1996. (covers several different approaches, explains relations between different versions of the Alexander polynomial)
Rolfsen, Dale. Knots and Links 2nd. Berkeley, CA: Publish or Perish. 1990. ISBN 978-0-914098-16-4. (explains classical approach using the Alexander invariant; knot and link table with Alexander polynomials)