The only actual source on the subject that I could find was Gosćiwit Malinowski's piece "Alexander the Great and China" Source.

He states that there is no trace evidence of knowledge of China among the records of Alexander's Greeks, nor is there any trace evidence of knowledge of Alexander or the political situation of the "West" in China at the time. Essentially, the two societies did not truly recognize each other at the time. The first recorded "meeting" between China and the Mediterranean world was in 97 AD (long after Alexander had passed away and his Empire had collapsed) when an envoy of the Han Dynasty reached a "massive Western Sea" and gathered information about the "Great Kingdom of Daqin" which resided there, referring to the Roman Empire.

While there existed the informal exchange of goods along the trade networks stretching between the peoples of Eurasia which is commonly referred to as the "Silk Road", this was far from any sort of direct link between the Ancient Mediterranean and China. People, goods, and ideas didn't exactly "travel" between the two sides of Eurasia so much as they very slowly "permeated". Popular imagination has it that caravans would travel along a path from one end to the other, but this is largely a myth--the Chinese traded and fought with their Western neighbors and the northern nomadic tribes, who in turn traded and fought with their Western and Southern neighbors, and so very gradually what was exchanged between one group of people would occasionally trickle down the line. However it all occurred so slowly, over the course of years, in no deliberate fashion, with so many stopping points and between so many individuals along the way, that by the time any goods or information from one end reached the other, knowledge of the source was usually entirely lost or corrupted. For example, a Chinese trinket which might have ended up in Alexander's Greece would be assumed to be the handiwork of some Persian craftsman. Stories of a great Chinese Emperor would go through so many revisions in what was essentially the world's longest and slowest game of telephone (that game where one person whispers something to another and it goes down the line until the last person states what they heard out loud and it ends up being ridiculously different from the original message) that by the time it was ever heard by a Greek the tale might be of some mythical Kingdom off the southern coast of India where the King married mermaids, palaces were built of silver, men wore bones, and the royal army fielded 50,000 elephants or something. Factual knowledge of each other, let alone historically recorded factual knowledge, would have been nearly impossible to obtain prior to attempts at direct contact. And as we know, the first recorded attempt at direct contact wasn't until the time of the Roman Empire.

That should also answer your subsequent question of whether or not he planned to conquer China--you can't exactly plan to conquer something you don't know the existence of.