I have a friend who left the JWs, but has since drifted to other fringe religious organizations and tends to be into conspiracy theories.
He looked into the subject of aliens on the web. He went through all of the details about photographs, etc. arguments pro and con, etc. After a lengthly wind-up, he told me he came to the conclusion it's demons. I could hardly keep from bursting out laughing when he told me.
As far as the JWs, I don't know whether they've ever took a stand on either side. I could have sworn I heard somebody from the platform say it's possible that God created other worlds. If they've never taken a stand either way, they can spin any such discovery to suit their needs.
*IF* aliens do show up, I would imagine the religious reaction might depend on what kind of religion the aliens have (if any). If they call their God anything close to the name the Judeo Christians do, they'll be saying it's all connected and we worship the same God. If they come up with another God, they'll be saying they were created by Satan.