I don't know for a fact they have, but all things considered I think it's highly likely.
There's no lack of circumstantial evidence going all the way back to hieroglyphs and cave paintings that entities apparently not from one of the local tribes, if you know what I mean, have visited Earth civilizations before. There's also no lack of anecdotal evidence that these visitations continue to occur.
The fact that they don't leave behind much (or anything, if you prefer) in the way of physical evidence could be the same simple reason campers and researchers take all their crap back out with them when they return from visiting pristine natural areas. It's The Prime Directive, innit.
As for how they got here at all, that's a ridiculous question.
If we already knew how to do that we'd be doing that, not hypothesizing about whether or not it could be done.
There's too much we don't know yet for us to even know what we don't know.
You might as well be asking a neanderthal how long it would take him to fly to the moon. He wouldn't consider things like rockets or radiation or vacuum; he'd be wondering just how hard he would need to flap his arms.