When you say she runs away, what do you mean? Is the yard fenced and she is getting out and running away. She is running out the door when it is opened. If you give some more details of her running away issues I might be able to give you some suggestions.

Remember when you train to train in very small amounts like 1 min of training and 1 min of play time. This is the a good thing as it keeps the dog intrested and not over simulated.

Does Alex like to play tug ( with a rope toy or something similiar?) If so that would be a great break in between training and tugging is a wonderful bonding experience.

Does Alex like to play ball? If so I would suggest a session of ball before you start your formal training. You can actually use the ball session to burn off some stream but you can also use it as a fun way to train. Things like saying come while she is already on her way back to you with the ball. When she knows sit you can have her sit each time before you throw the ball.

Did you mention how old Alex is?
Good luck and have fun.