Aliens could not survive on Mars. But the could have not that long ago. Mars used to have a great atmosphere and has water. there is fossilized plants on mars even!
An alien would presumably not need to breath oxygen as if they have some kind of ESP, they don't even exist. Edit- i doubt they do exist too but if they did, there's no reason to believe that they...
There are no aliens known to exist, just a bunch of anecdotes, and no matter how high you stack anecdotes, they never become evidence. We hope there is other life out there, and we consider it...