How do I control the alpha channel when creating textures?

I´m pretty new to Asesprite so this might be a noob question…

I´m creating textures for use in 3D games, and this requires me to have full control of transparency. In a textureatlas(large image with hundreds of smaller textures) some textures are not transparent and some are. I need to see this alphachannel in grayscale(or similar) and be able to control all 256 values per pixel.
And when done I save the image as a 32-bit(non-indexed) TGA image.

Can anyone help me with how I can do this?