Webcon cannot see any IIS site provided by SharePoint on creating alias step, but I was able to select proper SharePoint web-application and it installed all Webcon solutions successful.
It should create an alias under SharePoint site, just like that:
https://portal.sharepoint.com/WEBCONBPS, but to be able to do this the SharePoint site (in IIS) should be visible. Installation account, IIS web-pool account and even farm account: they all have
db_owner role on SQL Server instance for each database,
farm administrator and
site-collection administrator permission in the SharePoint farm and they all are
local administrators across the all farm servers (for testing purposes).
There are four servers in this farm (first-second frontend role, third-fourth application role).
I guess it's not a SharePoint related problem, but still can't figure it out.