Alexandria is located in the country of Egypt, on the southern coast of the Mediterranean.
If you find yourself in Cairo and have another day, Alexandria in Egypt is well worth a visit. Unlike Giza, it doesn't have important monuments like the pyramids to display, but it does have a wonderful view of the waterfront and is a haven from the chaos of central Cairo.
Most of the people will be able to cover all the major sites, and some secondary sites, by spending 3 days in Alexandria. If you just want to visit some of the major attractions, you can do so on a day trip from Cairo or by spending a full day overnight in Alexandria.