Yes, they do, not long ago, our Pope openly said he would baptize an alien if the situation arose, they also told everyone it is OK to believe they exist.
Not to mention, the Vaticans interest in this area, with their involvement in the LUCIFER telescope and some others things, Read some of what Card. Balducci and G. Cosmangalo, among others from the Vatican have wrote about this topic, its fascinating.
The real question is (and no way for any us to know), whether these beings are truly from a distant planet/ world/ dimension, or if they are not really what they appear to be. Its highly possible God created many intelligent life forms out there long before humans came along, depending on their situation with God, it is possible they would be 1000s or even millions of years ahead of us in terms of technology, so distance between planets, solar systems become less of a hurdle given that level of advancement…if humans are given another 100,000 years to progress, its very likely we would be traveling to other systems, and we would be the ‘aliens’ to another planet whom God created long after mankind, they would be in awe of our technology, our ability to even reach their planet, the same way we view UFOs today.
However, I think there is a good reason why there never seems to be any good, clear video or pictures of UFOs, but so many being reported all over the world, I think our camera/ video technology may just not be able to pick them up accurately, as they are not really ‘real’ in the way we would use the word, but they still show up on radar, have physical mass. I think eventually when we know more about them, we will say “AHA, so thats why no one was able to get a good clear picture of one”.
I think the Vatican will play a role in some kind of official disclosure eventually, its right up their alley, I just hope I am wrong about what they are truly are (demons masquerading as something else to fool modern day people)…if you watch tv, movies, aliens, UFOs are very popular, statistics of people believing is steadily rising, but this is not the case with demons, most modern people consider demons to be an outdated belief, from a time when people blamed demons for sickness, deformities, etc.