Well first of all - our solar system seems pristine. No signs of any large scale mining etc. So I think you can be pretty sure that no ET from another star has come this way with aims to either inhabit or make use of our solar system over the 4+ billion years since the formation of the sun. Not doing mega-engineering, remaking our solar system, or mining it or anything. Because if any ET wanted to do that - well would be an astonishing coincidence if they started to do it just now, same century after billions of years of not doing anything, as we develop technology. So I think pretty clear that there are no ETs with designs on our solar system.
Or at least - not in the inner solar system which we have studied well enough to spot large scale mining or building - kilometer scale certainly. And are many places in the inner solar system where we'd spot even far more subtle traces that they had been here.
For instance no tracks on the Moon - we can see the tracks left by the Apollo astronauts from our satellites in orbit around the Moon - and there are no tracks left by any other ET visitors since the early days of the solar system.
Same also for Mars - another place that we can see in great detail like the Moon from orbit Here for instance, if you look carefully at the middle of this image you can see Curiosity's tracks in this photo taken from orbit around Mars:
Yes - the dust storms would erase traces eventually - but at any rate nobody has been walking around on Mars in the last century or so, probably not for at least thousands or millions of years - not large numbers at any rate - or large machines or whatever or we'd see their tracks everywhere.
And nobody has been walking around or building anything on its moons Deimos or Phobos. Or any of the other places we have looked at close up including various asteroids and moons. There are lots of places in the inner solar system where traces of any visitors over the last few billion years would be easy to spot in the photos we have taken already from orbit.
So - at the very least - if we'd had any visitors, can't have been many of them or they can't have done much - or else - carefully cleaned up all their traces when they left.
But that's just the inner solar system. Larry Niven's fictional "outsiders" who live in very cold conditions and find the inner solar system unbearably hot - we wouldn't spot those yet - well our first chance of seeing those might indeed be New Horizons :). Entire Oort cloud could be full of them and if their technology is very advanced, not leaking anything we can see - we'd have no idea yet. I don't think this is especially likely, just saying for completeness.
But as for a more subtle presence harder to detect - well if they weren't actually living here, and didn't want to make use of our solar system for their own ends - well - I don't think we'd see them. Say we wanted to study all the habitable planets in the galaxy? Well - in the near future we could send out a carefully designed "replicating spacecraft" which would travel to the nearest star, make say ten copies of itself, and then settle down to observe it. Each of those copies would travel to another nearby star and do the same and repeat the process. Since there are only perhaps 400 billion stars in our galaxy, then - within a dozen generations - that would end up with a robotic spacecraft stationed around every star of the entire galaxy.
It would need a bit of work to make sure it is safe and to avoid too much repetition of work. E.g. that the whole process stops after say 20 generations (allowing lots of room for error). And some way to avoid visiting stars that already have robots around them. And if any mistakes happen in the copying you scrap the copy and start again. Would want to be totally sure that amongst all those hundreds of billions of spacecraft there would be no possibility of them starting to evolve into independent unprogrammed machines that might end up doing almost anything to the galaxy.
But - suppose an advanced technological ET just a century or two ahead of us they could do that easily.
Then for the cost of launching one self replicating spacecraft - and suppose it travels at a tenth of the speed of light - then - within a million years or so - every single star in the galaxy would have one of these "sentinels" in orbit around it or sitting on one of its asteroids or moons or planets. That's the basic idea behind Arthur C. Clarke's "2001 a space odyssey".
So - then they just send information back to their "parent planet" every few centuries perhaps. More often if they detect anything interesting such as spacecraft flying around the solar system they study, or radio waves or whatever.
There could be a spaceship like that in our solar system due to send a burst of laser light to is parent star - maybe is doing it already - we wouldn't know. And then maybe a few tens of thousands of years later (light speed delay there) the parent civilization gets this message that it has detected intelligent life.
Something like that would be almost impossible to detect. And then - when you bear in mind it's likely to be a few thousand or millions of years ahead of us technologically - and also - able to use nanotechnology - maybe distributed as lots of tiny nano machines too small to see with an optical microscope - well they could even be on the Earth and we'd never spot them with current technology.
Those would be alien artefacts, but ones almost impossible to detect. If they deliberately make their artefacts hard to spot, we have no chance at all of seeing them, even if our spacecraft land right next to their nanoscale, nanobot cloud, distributed network, von neumann machine, or on top of it or looks right at it, it would see nothing, even with an electron microscope, or spectroscope, if designed to blend in to resemble natural "nanobes". Only if they are deliberately made big and easy to see like the ones in 2001 a Space Odyssey - then we could find them.
Then - there could also be non technological ETIs without fire in any of the icy moons with subsurface oceans. If so - they might still have a technology of a sort. Maybe pile up stones, build cities, or out of shells etc. Big complex intricate structures. But almost no chance of modern science without fire and smelting metals etc. They could be in our own solar system, and we wouldn't know it, not yet.
Or could be that ET explorers have visited our solar system from time to time over the last 4.5 billion years, but have a strict policy of cleaning up after they leave - to explore the galaxy in a totally reversible way.
Or - it could be that no ETs have ever come this way. Rare and most of them are not interested in exploring and nobody has bothered to make a network of von neumann machines. Or the machines are there - but broadcasting signals to a parent civilization that has long ago lost interest in them and forgotten what they were for and how to decipher their signals (after all they were probably launched some time in their ancient history millions or even billions of years before the present).
Or the machines are there - but are set to de-activate and destroy themselves if not continually kept active by their parent civilization by relayed messages - if so - after a few million years chances are their parent civilization loses interest, so they would probably all be inactive by now and again - almost impossible to detect until we develop the same technology ourselves.
Could be many reasons why we can't see their artefacts. I'm inclined to think that if there were large easy to spot artefacts they would be everywhere and easy to find. So - since the Moon is not covered in artefacts, then - chances are they are hidden or not there at all, so in either case probably will not find them with present day technology.
Except for - well the idea of a self replicating machine if there is only one of them per solar system or only a few per solar system and they don't deliberately hide them from view. We could have missed that very easily and it would be something we could discover. Or artefacts made with civilizations without fire in subsurface oceans of icy moons - both a bit of a long shot - but possibilities that remain after you eliminate the obvious that they haven't colonised or mined our solar system yet.
Or - that for some reason they once explored our solar system but only spent a short time here, and left immediately and left traces that we may find some day :). Make nice science fiction stories any of those ideas and those and other ideas are explored in fiction - but don't know how plausible any of them are in reality.