Aliens are part of the game, but they were supposed to be a mysterious easter egg, like the alien crash site or the exploding UFO random event in Fallout 3.
You're right about the mysterious. Because never in the classic games we are shown undeniable proof that aliens exist.
Graves already mentioned (kinda) how the "spaceship" in that screenshot says "Property of Area 51, return if found." which shows how that spaceship belonged to the USA air force. So the game is not making it clear if it is an outer space, alien vessel or just an experimental USA airship (remember, the USA was developing new military air vehicles that would use alternative fuel sources, like the vertibird before the bombs fell).
The skeleton is also explained in game, believe it or not (I already talked about this in the past around here):
"Alien" skeletons, can easily be mutated dwarves (Fallout has the dwarves). There is an alien skeleton in the Sierra Army Depot, and there are logs mentioning how they experimented on the "subject" by feeding it Mentats. Which for all we know could have mutated a dwarf into have a large skull and brain. It's Fallout, where mutations abound.
Maybe the USA was experimenting and creating a "UFO" inspired airship that would be piloted by super intelligent, large brained, genetic engineered dwarves.
Because there are ingame information that point that could be possible, while nothing in the game tells us real aliens exist, except a couple of skeletons that resemble what we humans think an alien could look like and a aircraft that resembles what we humans think an alien ship could look like (and in neither of those does our character describes as being alien in any way).
Which is a great way the devs made those easter eggs, we have no real evidence for aliens in the classic Fallout games, just like in real life (despite unreliable witnesses and blurry videos shown as proof). You can believe they exist in Fallout, but there are no real proof, only things people can see as proof, while the game also offers bits here and there that can be used as proof to explain those are not aliens.