When I'm trying to create an alias in gmail, it sends a confirmation email to that address (to the alias that I'm trying to create). And then of course it says that there is no such address. Of course, it's just an alias that I'm actually trying to create.
An alias - is an alternative email address which is used with the same email account. Here is Google docs about it.
In outlook I could do it easily. It worked as expected: I assigned an alternative email address to the existing abount, without creating any new email accounts, and all mails from all aliases go to one mailbox.
In gmail I go to Settings, Accounts and Import, Add Another email address, typing name and email address (that I want to be my new alias) and then there is a button appear on the next step: Send Verification.