According to Herbert Enderton, A Mathematical Introduction to Logic (2nd - 2001)), page 88 :
Definition. Let $\Gamma$ be a set of wffs, $\varphi$ a wff. Then $\Gamma$ logically implies $\varphi$, written $\Gamma \vDash \varphi$, iff for every structure $\mathcal A$ for the language and every function $s : Var \mapsto |\mathcal A|$ such that $\mathcal A$ satisfies every member of $\Gamma$ with $s$, $\mathcal A$ also satisfies $\varphi$ with $s$.
And [page 84] :
$\mathcal A \vDash \forall x \varphi[s]$ iff for every $d \in |\mathcal A|$, we have $\mathcal A \vDash \varphi[s(x|d)]$.
We want to show that :
if $x$ does not occur free in $\alpha$, then $\alpha \vDash \forall x \alpha$.
Consider a structure $\mathcal A$ and a function $s$ and apply the above definition with $\Gamma = \{ \alpha \}$.
If $\mathcal A$ satisfies $\alpha$ with $s$, i.e.
$\mathcal A \vDash \alpha[s]$,
then also an assignment $s(x|d)$ will satisfy $\alpha$, because the variable $x$ is not free in it and thus it does not matter what is the "denotation" that $s$ assign to it.
But $d \in |\mathcal A|$ is whatever; thus :
for every $d \in |\mathcal A|$, we have that : $\mathcal A \vDash \alpha[s(x|d)]$, and this is the condition for :
$\mathcal A \vDash \forall x \alpha[s]$.
Conclusion
We have showed that, if $x$ does not occur free in $\alpha$, for every structure $\mathcal A$ and every function $s$ such that $\mathcal A$ satisfies $\alpha$ with $s$, $\mathcal A$ also satisfies $\forall x \alpha$ with $s$, and this amounts to :
$\alpha \vDash \forall x \alpha$.
Comment
You say that you are confused with this example and the previous post.
There we have showed that :
$\vDash ∃x(Qx \rightarrow ∀xQx)$
proving it by way of the logical theorem [see Enderton (Q3A), page 130] :
$\vdash (∀xβ \rightarrow α) \leftrightarrow ∃x(β \rightarrow α)$, if $x$ does not occur free in $\alpha$.
Here we can note that : $\alpha \vDash \forall x \alpha$ iff $\vDash \alpha \rightarrow \forall x \alpha$.
We can use now a second logical theorem [see Enderton (Q2A), page 121] :
$\vdash (α \rightarrow ∀xβ) \leftrightarrow ∀x(α \rightarrow β)$, if $x$ does not occur free in $\alpha$.
If we apply it to : $\alpha \rightarrow \forall x \alpha$, because $x$ does not occur free in $\alpha$, we get :
$\vDash ∀x(α \rightarrow α)$.