We see from this [starting on p. 47] that there is a singular species in the world that is capable of free will, Torah, reward and punishment which are the purpose of creation. This is mankind, to whom God has given The One Torah. It is however possible that there exists many species of living creatures on other stars i.e. planets, which may even be capable of intelligence and wisdom, just not freewill. The subject of freewill is but a very small item as it is, that cannot be verified in science [or by scientists], only by belief in our Torah. And if they do find additional species of living creatures, we have already learned from the Torah that don't have freewill.
It would depend. If there are Jewish aliens then a non Jewish alien will be able to convert. However if there are no Jewish aliens then a alien would be unable to convert. This is similar to animals. Since there are no Jewish animals therefore a animal can not convert. (Hilchos Chayos 25:10)
All kidding aside. Rabbi Avigdor Miller Zatzal clearly said many times that there is no humans or aliens on the other planets.