So is this a serious inquiry or just a Sunday Jokefest?
By definition, a UFO is un-identified flying object, so do I believe UFO's exist?
R u asking if I believe that people oftentimes have no idea what an object in the sky is, yes.
Do I think all or even some UFO's are most likely in one way or another an alien spacecraft, that is to say something not man made, or from the Earth,

, The answer is no I don't believe that at all.
"Are wings necessary for space flight as well?"
Wings are not necessary for space flight, wings are necessary for flights that use lift as a method to resist the force of gravity in conjunction with thrust. In order for lift to work, you have to be moving, generating lift, so wings themselves won't work but with thrust, or momentum you can use wings to generate lift which pushes up. In space there is nothing to push wings up, i.e. air pressure down here on earth, because there is no atmosphere or not nearly enough concentration of atoms or anything in space to creat significant lift.
"helicopters don't have wings." they do actually have wings, the rotary blades create the lift necessary to fly by spinning, however they also don't usually have wings because to have wings, would create drag as well which would make their flight inefficient.
"Well, considering that most strobe lights contain xenon gas, which we did not invent, well who is to say that some other entity could not utilize xenon gas in a similar fashion."
"Xenon occurs in the earth's atmosphere in trace amounts..." "...Occurring in one part in twenty million. The element is obtained commercially through extraction from the residues of liquefied air. This noble gas is naturally found in gases emitted from some mineral springs."
en.wikipedia.org/wiki/Xenon
Nobody is to say that some alien space craft could not have strobe lights, in fact it would be wise to have some form of visual emissions both in the visual light spectrum and also in the infared and ultraviolet spectrum as well.