알라 is in one of the imperative forms.
The most common imperative forms are:
- -아/어/여: conversational form used when talking to a live person (it's also used descriptively and interrogatively). e.g. 알아, 먹어, 해 (= 하여).
- -(아/어/여)라: 1) conversational, talking down to someone younger, 2) non-conversational, addressing audience at large. 알아라, 먹어라, 해라 (= 하여라)
- -(으)라: non-conversational with greater dignity, addressing audience at large. 알라 (으 drops after ㄹ), 먹으라, 하라.
For addressing audience through slogans or print media, for example, #3 is usually the best form, but the more informal #2 is sometimes used too.
The #3 form sounds more dignified and authoritative, so is is commonly used in relaying old teachings, maxims, slogans and so on. For example, Jesus's sayings are often related in this form in the Bible, and Socrates's "Know thyself" is translated as 너 자신을 알라. 알아라 would work too but it would sound too informal. 알아 is not used for this kind of phrase.
-는 줄 알다 is an idiomatic phrase (think of 줄 as 줄로 = 것으로 = as / to be). It can mean 1) had the wrong idea (나는 네가 안 오는 줄 알았어 = I thought you were not coming (but you actually came), 2) know something to be true. The phrase can mean opposite things when describing past action, but the speech tone and stress usually makes clear which is meant. In an imperative statement, it can only have the #2 meaning of knowing something correctly.
So 거기서 내가 울고 있는 줄 알라 means "Know that I am there crying", or more poetically, "Take it in your heart that I am there crying".