Escaping gravity might be the only way to deal with physical space travel over long distances (think letting something come to you instead of going to it). Given we are traveling through the universe at 1.3 million miles an hour; if you could remain stationary without the effects of gravity it would take about 3 days to travel to the Sun from Earth if you left the planet when it's aligned with the sun and the center of the universe at it's farthest point to where we are expanding. Light speed through the physical 3d universe is just not happening, imo. Think of colliding with a spec of dust at that speed, even if you could get to that speed. Megatons of equivalent energy minimal on impact. Not to mention that something physical traveling at that speed would have a mass that would change orbits of galaxies. Likely even ripping them apart.
Guessing they're from here or have found a way to escape this dimension. Time travel is a possibility, but even then you aren't just traveling through time, but the earth is 1.3 million miles from where it was an hour ago, so you're still traveling through space. Nanotechnology is a thought I've had where a near light speed signal might be capable of manipulating particles into complex physical forms from light years away, possibly even intelligent self aware consciousness. Lots of strangeness and thought experiments.
What's interesting is if you're familiar with the double-slit experiment that if you take that to a larger scale, say millions of light years in length than when you observe it you are changing the past millions of years ago. If you move that to more complex variants of the experiment/idea, perhaps it's possible to manufacture things in the present observation from lesser resources of the past. In a sense, perpetual energy. Which would be needed for probably any form of vast interstellar or interdimensional travel.
It all goes back to the idea of whatever they are; I personally don't feel that they are traveling long distances through space to get here even if they are from long distances away.