To say they started on the wrong foot would be an understatement. Intitally, they didn't like or even trust one each other. Alex disliked him because he worked for Oversight, which was the power behind Division. Sean disliked her because she was a mole that worked for Nikita. Because Nikita was the enemy, he thought she was a traitor.
But then they started to discover they had things in common. Both wanted to protect their families. Even started to develop a crush. Sean even hinted to Alex that he wanted to date her. Though she told him that she wanted to be told more directly.
On missions they both avenged the death of Sean's mother by killing the man who murdered her and rescuing Nikita and Michael at the same time. During the final battle between Nikita and Percy, they both killed Roan to prevent him from setting off a Nuclear bomb that would have destroyed Washington D.C. These events proved that they are just as much of a deadly fighting force as much as Nikita and Michael are.
Sean and Alex had been getting closer after avenging the death of his mother. Sean got shot and afterwards was being taken care of Alex. Division was closing in on them in the safe house so Birkhoff, Ryan, Sean, and Alex blew it up along with the agents with a bomb. Sean and Alex kissed. A while after that episode they started to have a relationship until Alex got shot and Sean and Nikita were rushing her to medical. Sean tells Alex that he wants her to leave division but she says no so they break up for a while until Sean gets hurt on a mission and makes up his mind about Alex. He and Alex had a heart to heart and ended having sex in one of the division rooms after getting out of medical. They started up again and were better than ever until Amanda frames Sean for killing director of the CIA. Division fakes Seans death and he becomes a new recruit. Sean tells Alex that he loves her but it's not until he dies in 3x18 when she tells him she loves him when it's too late. Alex ends up heartbroken and when she thought she finally found someone she could always be honest with and open up to, she seeks revenge.