I wanted to use "ComposeSeries" function in WolframAlpha. However I get the answer "Wolfram|Alpha doesn't know how to interpret your input." And it happens even when I copy an example from the reference page http://reference.wolfram.com/language/ref/ComposeSeries.html . What is wrong? Is there a way to execute it in Wolfram|Alpha?
That documentaiton isn't for Wolfram|Alpha. Wolfram|Alpha doesn't usually interpret Wolfram Language Code.
Wolfram|Alpha is a natural language engine and doesn't really have documentation. The closest thing is a pretty complete list of examples at wolframalpha.com/examples.
If you want to run code that's documented at reference.wolfram.com, try using the Wolfram Cloud: http://www.wolframcloud.com/