Mark 3:14
ESV - 14 And he appointed twelve (whom he also named apostles) so that they might be with him and he might send them out to preach
For follow-up discussion and general commentary on the topic. Comments are sorted chronologically.
This is unknown. The Bible does not specifically say that they were brothers. It is possible that they were. However, it is also possible that the Bible is referring to two different men named Alphaeus. In my opinion, the latter is probably more likely since the Bible takes the step to clarify that Peter and Andrew were brothers and also that John and the other James were also brothers.