If you think about it, Solver is doing nothing more than running many iterations of the equations that calculate the objective. For forecasts, this is MAPE or MSE, etc. You have to have links from your objective cell back to the cells you want Solver to change. Inspect the following graphic that shows the linkage from MAPE back through the forecast model to alpha. The linkages from MAPE goes back to the actual values, but we cannot change them. That’s why you select MAPE as the objective and Alpha as the cell to change:
MAPE precedents