Athens disastrous campaign in Sicily is addressed in the cutscenes but unfortunately you won't be able to play the Sicilian expedition in Hegemony Gold.
If you've downloaded the alpha you'll notice we've actually listed the scenarios as 'The Archidamian War' and 'The Ionian War'. In The Archidamian War you'll play as Athens in the opening years of the war following the expeditions of Pericles, Demosthenes and Cleon. In 'The Ionian War' you'll play as Sparta in the final years when the two sides fought for control of the grain route to the Black Sea amongst the islands and cities on the Ionian coast. Alcibiades does make a limited appearance in this scenario during the time when he was supporting Sparta and Persia.