This is a bit of an odd question, since you are comparing a civilization that spanned centuries to one man.
Historians usually break up the Mayan civ into three major periods, Pre Classical 2000 BC to 250 AD, Classical 250 AD to 900 AD, and Post Classical from 900 AD until the Spanish arrived in the 16th century.
Whereas Alexander the Great lived from 336 to 323 BC.
Therefore the Mayans were definitely around before Alexander was born. However the Mayans didn't become a powerful civilization until the Classical period starting in 250 AD. So if you want to compare Alexander's empire to the Mayan civilization when it was strong enough to call an empire, you could say that Alexander's came first.
