In order to best get the alpha waves EEG while eyes are closed, I recommend putting the headband higher up on the head more towards the crown on the back of the head.
Secondly in SpikeRecorder, I would zoom in on the signal and make it rather large.
When eyes are closed you should see a slightly more distinct Sine wave appear.
Apply lots of gel on the electrodes to make proper contact with the scalp.
Being relaxed during the eyes closed part is very key as well about this experiment.
The spike icon is more for looking at the average waveform of a signal. It would be more useful for the ECG (heart beat) signal.
FFT works on the EEG signal and will change from dark blue to greens and reds when the signal on the screen is more defined at a specific frequency.
For example, Alpha waves are around 10Hz and occur when the eyes are closed.
When you close your eyes and see the alpha waves, you should see a lighter shade of blue in the 10Hz band on the FFT under the signal that is on the green line.
Here is a link with tips how to get the best brain signal - https://backyardbrains.com/products/files/EEG_Troubleshooting_Guide.pdf
Regarding how "Spike" icon is helpful for ECG is because you can get BPM (beats per minute).
It will also smooth out the signal to eliminate any noise from the signal as you increase the average bar at the top from 1-30. It is a sliding bar that you can click and drag. To get the BPM you need the sliding bar at an average of 1 and then click on the heart that is next to the bar.
Another advise to you to best get an alpha wave signal is to go into the config. settings and change the filtering to be from 1-15Hz and it should help with any noise issues as well as check the 60Hz notch filter setting.