Definitely not. 'A Christmas Story' and 'Elf' are different movies with no character crossover. Ralphie is unique to the former and has no presence in the latter.
Ralphie was strictly a character in 'A Christmas Story' and didn't make an appearance in 'Elf'. The two movies have completely separate casts and storylines.
Elf Ralphie from 'A Christmas Story' is a really iconic character. He is part of the charm of that classic Christmas tale. Ralphie is a young boy with big dreams, especially about getting a Red Ryder BB gun for Christmas. His adventures and misadventures in the lead - up to Christmas, including dealing with school bullies, his family's quirks, and his own wild imagination, make him a character that many can relate to. He represents the innocence and excitement of childhood during the Christmas season.
Well, both are related to Christmas in some way. Elf is a character that is very much associated with the Christmas spirit, often depicted as a helper at the North Pole. Ralphie from A Christmas Story is a boy whose Christmas adventure is the main focus of the story. They both bring a sense of holiday cheer, though in different forms. Elf is more of a magical, other - worldly character, while Ralphie is a normal kid experiencing the magic of Christmas through his own eyes.