Dhul-Qarnayn embraced Islam at the hands of Prophet Ibrahim, peace be upon Him. He accompanied the Prophet and his son, Ismail, peace be upon Him, on their Hajj pilgrimage. They performed the Tawaf around the Holy Ka'bah together. It was also narrated that Dhul-Qarnayn set out on foot to perform the great pilgrimage. Upon hearing this, Prophet Ibrahim welcomed him, and invoked Allah for his sake, and gave him some words of advice as well. Dhul-Qarnayn also brought a horse to ride, but then he said, “I do not ride on the back of horses in a land where there is Prophet Ibrahim.” Hence, Allah the Almighty subjugated for him the clouds, and Prophet Ibrahim gave him the glad tidings pertaining to this. The clouds would then carry him to any destination he wished to go to.
One day, Dhul-Qarnayn travelled to a very faraway place. It was where the sun would set. Then, he found a village close by. Allah then inspired to Dhul-Qarnayn, “O Dhul-Qarnayn! Either you punish them, or treat them with kindness. As for him, a disbeliever in the Oneness of Allah, who does wrong, we shall punish him, and then- he will be brought back unto his Lord, Who will punish him with a terrible torment, Hell. But as for him who believes in Allah's Oneness and works righteousness he shall have the best reward, Paradise, and we Dhul-Qarnayn shall speak unto him mild words as instructions.” After his task was done, Dhul-Qarnayn continued his travels. He then travelled to a place where the sun rose, and the people there were not protected from the sun. However, Allah protected Dhul-Qarnayn from the deadly conditions wherever he went.
He continued his travels, until he eventually reached this place in Anatolia, which was located in between two mountains. Near those two mountains, there was a tribe of rather ignorant people. They saw Dhul-Qarnayn, and they said to him, “O Dhul-Qarnain! Verily Ya'juj and Ma'juj are doing a great mischief in the land. Shall we then pay you a tribute in order that you might erect a barrier between us and them?” But he replied, “The wealth, authority and power in which Allah had established me is better than your tribute. So help me with strength of men, then I will erect between you and them a barrier.” The people agreed, and Dhul-Qarnayn gave them some instructions.
The instructions were:
1. Give Dhul-Qarnayn some blocks of iron to build a secure wall
2. Once the blocks of iron had been placed, blow hard
3. Bring some molten copper for Dhul-Qarnayn to pour over the inhabitants of the mountain
Once this was all done, Dhul-Qarnayn said, “This is a mercy from my Lord, but when the Promise of my Lord comes, He shall level it down to the ground. And the Promise of my Lord is ever true.” The people around him were very happy, and they were very grateful too.
Soon, Dhul-Qarnayn became a great ruler, and he had a massive army, led by Al-Khidr. But eventually, as Dhul-Qarnayn became older, he contracted illnesses. On his deathbed, he told his mother to prepare food and gather the women of the city and invite them for a meal after his death, except for those who did not lose any of their children. The mother did as she asked, and none of the women stretched a hand towards the food. She said, “Glory be to Allah! Did you all lose your children?” They answered, “By Allah! Yes we did.” This was a great condolence for her.
After Dhul-Qarnayn had passed away, many kings of later years would call themselves “Dhul-Qarnayn” such as some of the kings of Saba who adopted the title because they believed they were descended from him. The infamous polytheist warrior, Alexander of Macedon, best known as Alexander the Great, was also called “Dhul-Qarnayn” by people around him. However, he is not the real Dhul-Qarnayn, for he had not explored and conquered much of the world. He was also a pagan and associated himself with the progeny of Fir'aun, while the real Dhul-Qarnayn was a Muslim and a believer in Allah. Allah knows best.
Al-Zubayr ibn Bakkar narrated that Sufyan at-Thawri said, “I have come to know that four persons ruled over the whole earth; two of them were believers, and the other two were disbelievers. The believing two were Prophet Sulaiman and Dhul-Qarnayn. And, the disbelieving two were Namrud and Nebuchadnezzar II.”
Sources
Holy Qur'an - Surah al-Kahf
Ibn Kathir - Tafsir on Surah al-Kahf (ayah 83-98)
Al-Tabari - Tarikh al-Rusul wa al-Muluk