I assume you haven't seen the entire movie?
The Thule Society in our world is doing some magic stuff to open the world to what they call Shamballa ( the world where the Elrics came from). Stuff happened and they eventually arrived to the City of Lior where Alphonse, now in his human body, also happens to be in. Long story short, Al drove off the armored army and implanted a part of his soul to an armor (that looks remarkably like the one that used to be his 'body') by using alchemy after realizing that there's another world apart form theirs and that it could be the place where he can find his brother.
That's not the real twist and climax of the film so I'll save you the spoiler unless you specifically ask for it next time.