I don't think AlphaZero is related to this work, apart from both being NN-based. AlphaZero and its training pipeline fundamentally only works for "chess-like" two-player games, where the agent can play against itself and slowly improve through MCTS.
"AlphaProof is a system that trains itself to prove mathematical statements in the formal language Lean. It couples a pre-trained language model with the AlphaZero reinforcement learning algorithm, which previously taught itself how to master the games of chess, shogi and Go."
