Postgresql explain alter table add column doesn't work

I'm using Postgresql 12 (AWS RDS) and pgAdmin4. While the following statement works

select * from table "Commands";

The next one

alter table "Commands" drop column "test";

gives this error

:  syntax error at or near "alter"
LINE 1: explain alter table "Commands" drop column "test";
                ^
SQL state: 42601
Character: 9

I made sure the statement alter table "Commands" drop column "test" itself can be run successfully so this cannot be an issue with that statement. Does explain not work with alter or am I missing anything?