"Hey, Alphonse! Come here!" Roy called.

Alphonse ducked his head through the door way and walked over.

"Deliver this to Ed. He's in his assigned room."

So Alphonse took the small note to the room Ed stayed in (because if Ed was bored, it was best to keep him in a confined place). He knocked, gave Ed the note, and left before Ed decided to use him for one of his experiments.

Alphonse later went to the grocery with the list Winry had given him.

Instead, he found a risqué note that gave him a VERY good idea of what his brother and the Flame Alchemist did when they were alone.