I don't know if they do but I think it is very arrogant to think that we are the only intelligent life form. There have been many unusual sightings some of which can't be explained.
We always assume they would come in a large space craft but here in Brazil we get some insects that act very strange. We get large dragonflies that will just hover inches away from our dogs and us. It is almost as if they are studying us.
There have been strange sightings further North in the Amazon of unusual lights on several occasions. There was a documentary made about it.