They happen in any world, I think. But you need the Get To Work pack and you pretty much have to trigger them someway these days. Have a sim in the scientist career use the Observatory, the satellite dish or the Out Of This World computer, use the Contact Aliens interaction on the Observatory. I’ve had it trigger by interacting with aliens in world (some I made just for that purpose, and some I met at Alien Night at the bar). A scientist can also build the rocket ship and go to Sixam, which will definitely increase your chances.
I don’t know if building the rocket and going on the alien adventure at City Living’s GeekCon is a trigger as well, but it’s kind of fun for storytelling and can’t hurt.