The programs are different programs. You can try it both ways, with and without the opening books. Because there are different configurations, in order to see who win must be specified by the configuration in use.
One way is to do according to the most capable configurations of each program, so that means Stockfish with all of them. Other way is to specify the same limits of time, memory, etc of each one, although that is still not the excuse to avoid the opening books and tablebases and so on unless they use up more memory than AlphaZero does.
One way is to do according to the most capable configurations of each program, so that means Stockfish with all of them. Other way is to specify the same limits of time, memory, etc of each one, although that is still not the excuse to avoid the opening books and tablebases and so on unless they use up more memory than AlphaZero does.