In the movies, aliens seem to have thought processes because they can steer a spaceship and do things to support themselves. An alien would need a brain or something like that in order to do those things. Therefore, the aliens would have cognitive senses. As far as emotions, in the movies aliens that are nice do seem to feel bad if a human being feels bad.
On the other hand, the aliens seem to get angry. They don’t seem to just walk around in a daze, but instead they pick up on things. They could only do this if they had cognitive and emotional ways about them. However, there may be different types of aliens where some have the cognitive abilities and emotions and some don’t.