The electromagnetic spectrum is huge. Aliens could see things that we call radio waves, they could see what microwaves, or anything else above ultraviolet or below infrared. They could also not see anything at all, there are plenty of blind animals on earth, and even the non blind ones there’s a huge difference in which wavelengths we see. A bee sees into the ultraviolet whereas a dog is essentially colorblind.

But here’s the important part, even if an alien could understand there’s colors, just like we understand there’s other waves outside our visible spectrum, they would not get to see them. Even when we take infrared pictures we color them with the colors we know so our brain can understand them. To give you a more radical example we associate radio waves with sounds, because we transmit sounds in a very crude manner on them (so much so that there have been reported instances of people who have metal fillings in their teeth actually being able to hear radio), but radio is no different than color, if our sun was different we might have evolved differently and would see radio and communicate using colors.