You can actually do your example pretty explicitly. For $f(x) = |x|^{\alpha}$ you actually have that $\hat{f}(n) = c_{\alpha} n^{-1 - \alpha} + O(n^{-2})$, so the cosine series is absolutely convergent. If a Fourier series of a continuous function converges, it has to converge to the original function; I refer you to a Fourier analysis text for this fact though.
To get the above expression for $\hat{f}(n)$, recall that $\hat{f}(n)$ is defined as
$\hat{f}(n) = 2\int_0^1x^{\alpha} \cos(n\pi x)dx$. Integrating by parts, this is the same as ${2 \alpha \over \pi}n^{-1}\int_0^1x^{\alpha - 1} \sin(n\pi x)dx$. This in turn can be written as ${2 \alpha \over \pi}n^{-1} \int_0^\infty x^{\alpha - 1} \sin(n\pi x)dx -
{2 \alpha \over \pi}n^{-1} \int_1^\infty x^{\alpha - 1} \sin(n\pi x)dx$. (These integrals are convergent improper integrals).
By changing variables $x$ to $nx$ the first integral becomes the main term $c_{\alpha}n^{-1 - \alpha}$. By doing one more integration by parts and then taking absolute values, the second term is bounded by $C n^{-2}$ as needed.