Rebuilding the index doesn't really show much. It all takes place in the background. If you noticed, in the terminal window that was opened, it says that you can check the status of the index process by clicking on the Spotlight magnifying glass icon in the menu bar. In previous versions of OS X, that was correct. Starting with Yosemite, you would actually have to click the icon (to show Spotlight) and then type a single character. Just above where Spotlight lists the results, there should be a progress bar showing the progress of the index. Prior to Yosemite, the Spotlight icon would pulse (show a little pulsing dot in the center) and if you clicked to show Spotlight, it would show the progress at the top. After checking this, if you have verified that the indexing DID occur (have to wait and let it finish) then, lets double check a few things.
1. What is the path to the file?
2. Is that path within Alfred's search scope?
3. Does Spotlight show the file in it's results?