Yes he did! At the Battle of the Jaxartes, Alexander dealt with them through a combined arms approach. The Scythians and the Macedonians faced each other across the banks of the Jaxartes River (modern day Syr Darya). The Scythians, thinking themselves superior, laughed and taunted Alexander. He arrayed his troops on the banks of the river. Then, he ordered his siege engines to fire across the river into the Scythian cavalry. Since his artillery outranged the mounted archers, they retreated to a distance too far away for them to fire at Alexander's army as they crossed. First he crossed the archers and slingers, which he ordered to return fire to the Scythians. He then lured them into attacking a small squadron of cavalry he ordered ahead of his main body of troops. This provoked the Scythians into a charge. Alexander eventually surrounded this army with his own, and killed their commander. According to Arrian, he would have destroyed the entire army but got sick from the water and had to return to camp to rest.

Source: Arrian's Anabasis Alexadri, 4.4

Yes he did, at the Battle of Jaxartes. The Scythians held one bank of the Jaxartes river, and had initially come on account of a revolt in Sogdiana and Bactria. Their goal was, according to Arrian, to attack Alexander if a favourable situation developed. As it hadn't yet, they remained on their side of the river, shot arrows across and hurled insults at the Macedonian Army. Alexander decided to bring the fight to them in order to prove himself better than Darius, father of Xerxes.

He began the crossing by deploying his artillery, which caused few casualties but inflicted a great enough of a psychological shock for the Scythian army to withdraw and provide his men with room to move once they reached the other bank. He sent his missile troops across first in order to keep the Scythians at a distance while first the heavy infantry and then his cavalry crossed over.

Once Alexander's entire army was across, he deployed a small unit of cavalry and heavy infantry forward to lure the Scythians in. Once the Scythians were circling around this forward formation, Alexander mixed light armed troops with his cavalry and then attacked the Scythians so that they had no room to manoeuvre. This then caused the Scythians to retreat, and the "king of the Scythians" sent an envoy claiming that the attack had not been an act of the Scythian nation, but of a group of men purely out for plunder of their own accord.

Source: Arrian's Anabasis, Book IV, Chapters III-V.