You can use the SQL Server Configuration Manager to configure an alias for connections to a MSSQL instance.
But on some versions of Windows, the configuration manager is not available as a regular application. You might find it as a snap-in for the Microsoft Management Console (MMC).
If the configuration manager is generally not available on your system, you can instead use this tools to set an alias:
# 64 bit version
C:\Windows\System32\cliconfg.exe
# 32 bit version
C:\Windows\SysWOW64\cliconfg.exe