Exposé is a French loanword. As such it uses the accent and is pronounced differently than the English verb "to expose".
Whether accented letters are formally part of the English alphabet might be up for debate, depending on how you define "formal".
Loanwords are not uncommon in English, and we try to keep the correct diacritical marks where it makes sense and helps readability: especially when the word can be confused with another English word (see also resume vs. résumé). Accented words are not too rare.
However, accented words are still relatively exceptional. We don't alphabetize specially for accented letters like some languages: it's mostly treated as the same letter, but with a foreign accent. Most English speakers don't commonly know the names of the accents acute, grave, circumflex, umlaut, etc., so I would go out on a limb and say that they are not formally part of the language.