Q:

Is Nyquist plot an alternative way insted of root locus plot? 

With Nyquist plot, you can check stability.  With root locus plot, you can do exactly the same.  Check the stability. 
My question is if there are any differences between root locus plot and Nyquist plot? 
With root locus plot, it's very improtant to use transfer functions of z p k values.  That's all I know. 

A:

Both methods asses stability but with different means. 
The rootlocus plot is most often used when you are dealing with one design-parameter (most time simple P-controller with gain $K$).  It will show how the roots change when changing the design-parameter.  Hence, it is a dircect way to asses stability (negative real part) and also to see for which parameter range the system oscillates (has overshoot).  The root locus plot cannot be used for systems with dead time. 
The Nyquist plot is an indirect way to asses stability.  We see from the Nyquist plot if the given open loop system is closed loop stable.  It also gives informations about the stability margins like phase margin and gain margin.  It can be used for systems with dead time. 