The "Cu-K alpha" just says that the spectra in this graph were recorded with Cu-Kalpha radiation, i.e. with a wavelength of 0,154 nm. Since this radiation is the most common one for XRD with a lab source, you can find it in many publications. However, there are also other other sources (e.g. cobalt, chromium, ...) which have other wavelengths resulting in other peak positions according to Bragg's law. Thus, the wavelength (as a number or in words such as "Cu-K alpha") has to be given in the publication (like in this case directly at the x-axis).
For more information, why Cu-K alpha is regularly used, see: https://www.researchgate.net/post/Why_mainly_Cu_Kalpha_radiation_is_used_in_XRD_why_not_other_elements_and_what_is_the_reason_for_using_Kalpha_radiation_why_not_Kbeta
For XRD we need X-rays. Mostly copper is used an X-rays source. There are many types of radiations produced named as K-alpha, K-beta, L-alpha, L-beta etc. For XRD mostly copper's K-alpha energy is used. So its mentioned for every material. But if the source is changed then this will change.
For details like wavelengths, energy levels, see:
Article Structure and wavelength of the Cu K alpha 2 x-ray emission line
Article Efficient K[sub α] x-ray source from submillijoule femtoseco...