How do I get my Handy Recorder H4n to record directly from an Alto Live 802 mixer via the Aux Out port?
It looks like you have a number of options on the back of the Alto that you can use: http://www.altoproaudio.com/images/products/Live802_Rear_weblg.jpg
'2track in/out' is usually intended for this purposes on most mixers, that means you would need an RCA/phono cable to connect to the outputs. It looks to me like you also have 2 output options for the main mix on the Alto. Assuming that you are using the XLR outs to connect to the amp/speakers that would also give you the option to connect the main mix jack outputs to the Zoom as well.
There is a problem, however, in that it looks like the H4N doesn't accept line level inputs. That makes it more tricky. You will need 2 x XLR -20dB attenuators (pads) to bring the level down to a suitable place to stop it distorting. This could be done using something like this: https://www.studiospares.com/ProductDetail.aspx?p=568580
Connected to a cable like this: http://www.dawsons.co.uk/stagg-ntc3cmxmr-2-x-xlr-male-to-2-x-rca-male-cable-3m?gclid=Cj0KEQiA0-GxBRDWsePx0pPtp4sBEiQACuTLNizp6l0g-PW2ARGi_R_fOL-beis_u_De7l1SYDS8oi4aAoFe8P8HAQ
That would allow you to record the entire stereo mix of the Alto. If you specifically want to use the aux out to record the audio then you would have to use a jack to XLR cable instead, but I can't be sure if the aux is sending mono or stereo audio out. If it was me then I would use the 2track for recording and save the aux send to feed audio to on stage monitors or use an external effects unit.
In terms of settings on the Zoom then I'm not really sure about all the details there. There are plenty of tutorials on youtube that should answer that question for you though.