From what I understand, yes, Hoenheim did teach them Alkahestry, thus earning the title "Sage of the West". Where he went after Xing when he he wound up in Amestris is anyone's guess. It's never mentioned what the reason is, but I think he just felt the need to atone or something like that. As for why didn't he teach Amestrians...I'm guessing by the time he got there, Father (the "Philosopher of the East") has already got a deep influence by then. I believe he learned of Father's plans sometime after he'd already settled down and had a family, hence his leaving.