In the Steinbrenner book the 1905 map shows no obvious service from the D&H. There are NYC-D&H connections just to the west and east of the plant (the eastern connection runs right through the plant south of the Erie Canal), and perhaps they used those connections.
The 1945 map shows a reworked connection from the NYC-D&H interchange track just to the east of the plant, heading west and crossing the NYC access to the part of the plant north of Erie Blvd (the old Erie Canal). Whether this was actually D&H or NYC track I'm not sure. There is a clear connection to the D&H at the far eastern end of the plant (the Shipping Bldg), along with "Govt Tracks".
The 1962 map shows the reworked connection above entering (or at least touching) the plant at Nott and Maxon streets, In 1945 that connection split into 3 tracks and went to different locations within the plant; I don't know about 1962. The shipping connection track is still there, but is probably no longer used by Alco (shipping buildings had been torn down by then).
Cal Classic Alco Page: http://www.calclassic.com/alco/