Lanny found this first, I'm just adding solutions and step by steps for the puzzle.
Solution for the alphadoku:
Step by step (I won't add too many as it's a straightforward sudoku, each step is 10 letters added):
(ignore the colours on the left, copied them wrong originally)
These letters can't go anywhere else, and are easy to place
With more letters, the majority of the top can be filled in now.
It's beginning to take shape now with most rows, columns and boxes almost complete. From here we can solve:
The green letters spell out 'OPVXQMMJK'. The corresponding colours for the these letters are 'DBGAEHICF'. Shifting the letters back through the alphabet for the corresponding value of these letters gives 'KNOWLEDGE' (Lanny solved this)