How to create an Alias with a Variable inside?

You can't use alias for arbitrary substitutions. You can use a function instead.

function gre() {
  grep -r "$@" .
}

You can add the line to ~/.bash_profile

alias gre='grep -rwn'

and use it just adding dot after search string

gre 'search string' .

to update your current session in case you do not want to close the tab

source ~/.bash_profile

which in turn your can alias as well if you like adding new aliases from time to time. sbash for example.