I have this task where I should predict too many targets, According to my data, I think Neural Network is the best approach since my data does not have any obvious relationship and it's big.
How can I apply this in Alteryx where I can insert a multiple inputs and expect to see multiple targets.
I agree with @fesrimo, we need more information to give a coherent answer to your question, but hey I will give it a shot. It seems from your question that you have many targets and are trying to find relationships (patterns?) in your data and a good candidate solution for you to think about is performing a cluster analysis, a specific tool that comes to mind is the K Centroids Analysis tool.
Take some time to read this tool mastery blog post where Sydney uses this method to find patterns in the famous Iris dataset, extremely informative!