Rangers were knocked out of the Europa League qualifiers while Alves was on international duty with Portugal.
The 35 year old has now started training with the club and has set his sights on winning trophies at Ibrox.
"Even if we didn't play European games of course I would have joined this club," Alves said.
"It was [frustrating] because I have expectations to play European games but it was not this year.
"Maybe it is going to be next year. We need to be focused now."
Alves signed a two-year deal at Rangers after leaving Serie A side Cagliari, but was late joining up with the squad in pre-season because he was playing in the Confederations Cup in Russia with Portugal, who finished third.
Rangers defeated Progres Niederkorn 1-0 in the first-leg at Ibrox, but lost in Luxembourg 2-0 as manager Pedro Caixinha tries to blend in his summer signings - with nine players having joined the club this summer.
Alves is the most experienced, and the former Porto, Zenit St Petersburg and Fenerbahce defender is focused on helping the Ibrox club to a successful season.
"I already know how big is this club and for me I am proud to come here and join this team," he said.
"Everybody has good expectations for the season and we are working very hard to achieve what we propose to do.
"I can bring my experience and what I have learned in football.
"I have won with almost all of the clubs I have played with and I hope to bring that again to this big club.
"I am looking forward to putting the jersey on and playing and giving my best and also learn because football is continuous learning. It is going to be a good experience for myself."

Scenes of crime officer Stephen Beattie worked for Northumbria, Staffordshire and Cleveland forces before being suspended in 2011 and later resigning.
More than 350 of his cases, including suspicious deaths and arsons, have been reviewed.
The Crown Prosecution Service has said no criminal charges will be brought.
Both Cleveland Police, which Mr Beattie joined in 2002, and Staffordshire, where he had worked since 1996, investigated him with the Independent Police Complaints Commission (IPCC) managing the inquiries.
The reports have now confirmed Mr Beattie:
But the reports concluded that none of his actions significantly impacted the results of his investigations.
IPCC commissioner Cindy Butts said: "Stephen Beattie repeatedly lied about his qualifications and made judgements in cases that were both outside his remit and his level of expertise.
"Cleveland Police and Staffordshire Police have conducted meticulous investigations examining hundreds of cases and we know that, thankfully, his poor performance did not have a significant impact on the cases he was involved in."
Mr Beattie did receive an official caution in relation to a fraud offence.
Cleveland Police concluded that if he was still employed he would have a case to answer for gross misconduct while Staffordshire concluded he would have a case to answer for misconduct.

Shares in miners rebounded as investors looked for bargains following recent falls in the sector.
Sentiment was also helped by upbeat economic data from China - the world's largest importer of raw materials.
BHP Billiton rose 3.3% and Rio Tinto was 3% higher. The two firms topped the FTSE 100's risers board, with the index up 28.67 points at 6,715.24.
Shares in the London Stock Exchange rose 2.2% after it reported a 16% rise in half-year operating profits to Â£239.4m.
The group's results were boosted by the contribution from the US Frank Russell business, which it bought last year and combined with its own FTSE index business.
Legal & General shares rose 1.8% after the insurer reported an 18% rise in operating profits to Â£750m in the first half of the year.
Ryanair shares were up 1.6% after the company said that in July it became the first airline to carry more than 10 million passengers in a month.
Ryanair said it carried 10.1 million customers last month, up 11% from a year earlier.
On the currency markets, the pound rose 1.6% against the dollar to $1.5589, and climbed 0.3% against the euro to â‚¬1.4350.
Portuguese international Bruno Alves says playing European football was not a factor in his decision to move to Ibrox.
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A police employee lied about his qualifications, mishandled evidence and was generally poor at investigations, two reports have found.
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(Noon): The market remained in positive territory during lunchtime trade, with mining shares among the top risers.