Are there sentient beings beyond our solar system, galaxy?
To answer this question you need only consider the size of the universe; it's really big. So large that it's incomprehensible. If there aren't any other sentient beings out there, it's an awful waste of space.
So, let's assume that there are others out there. However, even if they were a million times more advanced than we are, the chances of them visiting our planet are infinitesimally small. Think about it, there are at least 300 billion stars in the Milky Way. There are at least 100 billion galaxies. If a race of beings looked at one planet every year, it would take more than a trillion years to see a majority of them.
Then there's the distances to deal with. The closest star to Earth (not counting Sol) is 4 light years away. Even if they could travel at the speed of light (which Einstein says they can't) it would take 4 years just to get there. That takes the exploration number to more than 5 trillion years to explore just this galaxy. And by the time they reached the last planet it's already been 5 trillion years since they explored the first.
Unless faster than light is discovered, any exploration of the universe is just science fiction. But remember, it's really big and old so, yeah, it could happen.