I am fairly certain that PC version does not come with the first game. Frankly, you wouldn't want to play it anyway. It is extremely outdated and kinda hard to look and play. I know you have a great memory playing it but the game aged terribly.
I bought the pc version (with disc and everything not download) and it didn't come with the original but I've heard there were some that did. I have my original saved file but have lost the disc so i can't play it I was really bummed when this didn't come with the original.
Apparently, the original Alice (with spruced-up graphics) came in "Alice Madness Returns the Complete Collection," which was sold exclusively via EA's online store, and which was only available until June 17th. It does not look like it can be bought anywhere at present, although I would guess that it will likely be available again sometime in the future.