First, we can start by calculating $f'(x)$ for $x>0$
$$f'(x)=\alpha x^{\alpha-1}e^{-\frac{1}{x^2}}+x^\alpha \frac{2x}{x^4}e^{-\frac{1}{x^2}}=(\alpha-2p)x^{\alpha-1}e^p$$
and when $x=0$, we calculate $$\lim\limits_{x\rightarrow0^+}\frac{f(x)-f(0)}{x-0}=\lim\limits_{x\rightarrow0^+}x^{\alpha-1}e^{-\frac{1}{x^2}}\color{red}=0\quad\forall\alpha\in]0,+\infty]$$
$\color{red}=$ because the growth of exponential always wins against the polynomial one.
Thus, $f'(0)=\lim\limits_{x\rightarrow0^+}\frac{f(x)-f(0)}{x-0}=\lim\limits_{x\rightarrow0^-}\frac{f(x)-f(0)}{x-0}=0$
Now, for $\alpha=1$ we have $$f'(x)=\left\{ \begin{array}[cr]
\ (1-2p)e^p&x>0\\
0&x\leq 0 \end{array}\right.$$
for $\alpha\neq1$ we have $$f'(x)=\left\{ \begin{array}[cr]
\ (\alpha-2p)x^{\alpha-1}e^p&x>0\\
0&x\leq 0 \end{array}\right.$$