(this question prompted by going down the rabbit hole of trying to find out the origins of cataphracts)
There are relatively well documented accounts of contacts between the Roman Empire and the Han Dynasty of China, but I have not read much about the Hellenistic world.
Alexander the Great is amongst the most legendary figures in the western hemisphere, whether in good(no examples needed) or in bad (Zooroastrian texts…), and I've been wondering if the Chinese Kingdoms knew, not so much of Alexander specifically, but more generally of a legendary conqueror in the west, and/or if parts of the corresponding legends ever reached them - that we know of, of course.
The main sources for this would be Zhang Qian's journey to Central Asia in 113 BCE. He was on a mission out west to look for trade links and allies for China in their fight against the steppe Xiongnu and the Chinese "explorer" closest to the Hellenistic age laid down by Alexander the Great.
If you take a look at the relevant section of Sima Qian's Records of the Grand Historian (Shiji 123), you can see that they were aware that there were kingdoms that we (in the modern era) designate as Greco-Bactrian.
However, because of China's particular chauvinism about their civilization, their interest in these kingdoms only extended so far as that they were amazed cities existed outside of China. But since they were still barbarians, Zhang Qian's report didn't really go beyond a description of their current state, their potential benefit to China and geography.
There is no mention of their history. There are mentions of foreign languages, but they would not know that the language was Greek, as any communications they had would be through a series of "translators and retranslators," nor would they care the specificity of that language. It was all, to quote the Greeks, BarBar-ian to them.
By the time of the next expedition, of Gan Ying in 97 CE, the Greco-Bactrian kingdoms were pretty much gone, or in such a reduced state to be irrelevant on the political scene, with much of their culture operating significantly more in the Parthian orbit than any lingering Greek vestige.
Now there is a preservation of the memory of Alexander the Great in Parthian history through to Sasanid and Arab history (however even this transmission is particularly fantastical), but these mentions don't seem to appear in the reports of these Chinese explorers because, once again, it's all BarBar-ian to them. it would be rather "inside baseball" to someone who's main mission is contact with greater contemporary empires, rather than the back story of lesser states.
tl;dr - The Chinese were aware of the results of his conquests, but did not seem, based on the sources and a knowledge of chinese culture, to care about where those conquests originated from.
Also what are some of the better reading materials on him and his conquests?
As a follow-up, were the Greeks or Romans ever aware of the Chinese empire?
I think the answer is no. When Alexander the Great conquered the middle Aisa,China was in the Period of Warring States(475-221 B.C.), and have no contact with western area. Because in that time the only way ancient China can get cross to the west was through the Hexi Corridor，which belong to the Huns until Han Dynasty.