Through out your journey as commander of X-COM, you will meet many aliens. It will be essential that you learn how to capture these aliens alive, so as we can study them, and understand their purpose here. This is a brief overview of everything you need to know about the Alien Threat.
You MUST have an Alien Containment module installed at your base to capture and study aliens, alive or dead.
And if you plan on bringing any aliens back from a mission elsewhere in the city or off-planet, you will need a Bio-Transport Module on board your ship.
If you somehow manage to research every single one of these aforementioned creatures, BOTH ALIVE AND DEAD, excluding the Queenspawn and the Overspawn, you can research the following, which, frankly, leads to biological warfare. Toxin C can pass through shields and does more damage than the Devastator cannon... And the Alien Gas, which you can research if you somehow manage to capture the Queenspawn alive, is a pretty useful weapon.