Alien is a command line only program, I'm afraid; for this reason, it's
not placed in the applications menu.

Open up a terminal, cd to where you have the .rpm (presumably you're
wanting to convert from an .rpm to a .deb) and type in "alien
" (obviously, without the quotes and changing
appropriately :-) ) and you should, if all goes well, get a .deb ready
for installing.

For more information, type "man alien" for the manpage (q exits).