You don't HAVE to use the Workflow Designer to create an alignment from sequences

The method from the video can also be used.
You are right, there is an error when many documents are opened (i.e. loaded). An issue has been created. You can track it's status here:
https://ugene.unipro.ru/tracker/browse/UGENE-245BTW, note that even in the current version 1.9.2 the error wouldn't occur (in the GUI) if all the sequence objects were stored in one (or several) fasta file(s), instead of one sequence per fasta file.