The word alien is a term used to describe an lifeform that is not native to one's planet/natural satellite or even dimension. It can be used independently between any different planetary species' (the Triceratons calling Earth beings aliens, for example), but is primarily used to describe beings not from Earth, as that is the main planet of the TMNT multiverse.

An alien who's not from Earth is called an extraterrestrial.

Extraterrestrial species within TMNT