The offer WHEREis evaluated before a choice. Therefore, the where clause does not know about the aliases you are using.
So you need to use the original column name:
SELECT CustomerID AS Id, CustomerName AS Customer
FROM Customers
WHERE CustomerName="Alfreds Futterkiste";
If you must use an alias in the where clause, you can use a subquery or CTE (overkill and can lead to a slower query):
SELECT * from (
SELECT CustomerID AS Id, CustomerName AS Customer
FROM Customers
) t WHERE Customer = "Alfreds Futterkiste";