Here's why:

* Alpha Pegasi is a star. It's the brightest star in the constellation Pegasus, and it's located within our own Milky Way galaxy.

* Galaxies are massive collections of stars, gas, dust, and dark matter. They are much larger than individual stars and contain billions or even trillions of stars.

Therefore, Alpha Pegasi is simply one star within our galaxy, while galaxies are vast collections of stars, gas, and dust. They are at different levels of cosmic organization.

It's like asking how a single grain of sand is related to a beach. The grain of sand is a part of the beach, but the beach is much larger and contains many other grains of sand.