Welcome to the BB!
"A.L.F.A." was founded in 1910, and the acronym stood for "Anonima Lombarda Fabbrica Automobili". Five years later Nicola Romeo bought the company and the name was changed from "A.L.F.A." to "Alfa Romeo".
"Anonima" means anonymous, and a corporate entity in other parts of the world is often a legal "anonymous society", and using the reference is akin to using "Corp." or "Corporation" in the name. The rest means "Lombarda Automobile Factory".
Alfa's official web site,
www.alfaromeo.com, has a history tab. A fair amount of history may also be found by searching the world wide web.
Best regards,