We've had captive aliens in North Korea for quite a while already. Most of them have become Juche-adherents and are now manually mining bitcoin for the sake of the Holy Revolution. Their brains are like supercomputers when it comes to calculations. Unfortunately for them, they are very bad at self-defence and warfare.
Aliens does exists. As per definition, they are those creature from other places that happen to exist in our location. I haven't seen one but i think they really does exist.