CPython version of ALGLIB is just an wrapper around pure C computational core. You can try to acess computational core directly - take a look at /cpython/core/src/alglib.c - for each ALGLIB function/structure it has corresponding wrapper functions (for functions) or constructor/destructor (for structrures).
There are no examples, because C core is not intended to be used directly, but you can study the code and ask questions here.
P.S. C++ version of ALGLIB is a wrapper too, but it is too tightly linked with C core, so you will have difficulties separating them. But maybe studying C++ version will give you some hints about ALGLIB internals.
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