If Aliens are non human advanced intelligent beings from other planets, other dimensions, other universes, i believe there is a high probability there are such super advanced life forms.
There is also a high probability Religious literature and historic texts is full of Alien encounters. Angels, Demons, Jinn (Quoran), Hindu Gods, etc. Depending on the eye of the beholder and their benevolence, some are portrayed as bad ('Demons), or Good (Angels).
if there are many races of such beings, some may use spacecraft (UFOs), but more advanced ones (Ultra Terrestrials) would have technology so advanced they could possibly make themselves invisible. Even if they had spacecraft, we would would not see them unless they wanted us to for a reason.
When i was an active JW, I secretly believed all the above and even thought the New Jerusalem in Revelation could be a giant mother ship, 'and the whole world would see him in the clouds [via CNN}'. Who knows?
Read Jim Marrs books. I'm also a fan of Graham Hancock