Well, he is not mentioned by name in the Bible, but there are prophecies about him and other world leaders. The other day, my second grader was reading a few pages in a history textbook about Alexander the Great and the end of the Persian Empire. We then went to the Bible.
Daniel 2 is a vision of King Nebuchadnezzar about the future kingdoms of the world. We read and talked about the statue and what it represents and how it has been fulfilled in history already.
Head of Gold - Babylon
Chest of Silver - Persia (Medo-Persian)
Bronze Thighs - Greece
Iron Feet- Rome
Clay and Iron Toes - Now, divided nations, no world power
The Rock - Jesus and establishing His Kingdom that will not be defeated
I found this article that helped me understand how other Daniel prophecies have been fulfilled. Daniel 8 specifically mentions the kings of Media and Persia and Greece.
This article explains in much better detail how Alexander the Great fits in the Bible.
I did not share all the details of the article with my daughter (I read the article after the fact). I was familiar that Daniel prophesied about the future kingdoms, but I was fuzzy on the details. So don't feel intimidated if you don't know about these prophecies - I don't either. But let's take the opportunity to bring in the Bible when we can and show our children that:
God has a plan for the nations and He is at work throughout history.