If life beyond Earth exists elsewhere in the Universe, how close is it?

We don't know. Maybe there's life below the surface of Mars or in any of the Jovian moons. Maybe microbes live in a tiny layer of the Venusian atmosphere.

There are many reasons that make us think that life could have evolved several times at multiple places.

However, there's also the possibility that the conditions that allowed life to occur in our planet are so unique that we're (almost) alone.

What we know is that complex life should be rare. This is because it requires very stable and specific conditions, and in our planet it evolved relatively late.

What your looking for is to be found theoretically in the Drake Equation. This is a mathematical formula designed to predict how far away is the next alien race. It takes into account how many planets might be able to support life, a thing that has changed dramatically in recent years. Of course, people disagree on what values to place on what variables. But much hinges on whether we find life on other planets within our own solar system.    See, even microbial life on Europa for ex. would be a great sign that life might be all over the universe. But if every other planet in our system is devoid of all life, then we might be the only sentient life forms in the universe. Another big question is the time factor. What if the next closest sentient race of aliens if 50k light years away but we end ourselves before they ever even know we existed? If we are just rare enough that there is on average 50,000 light years between civilizations AND if intelligence is something that usually ends itself in under 50,000 years then there is little hope of ever meeting up with aliens.  A friends of mine is a retired astrophysicist and that was the answer he gave when I asked him a similar question. He believes that they probably are other civilizations but that they are likely too far away to be aware we exist yet.

I should add that there is no sign nor reason to believe there is other sentient life within our solar system.  We give off so many radio signals, it is likely another species would as well. Therefore it is highly unlikely an extraterrestrial civilization could be within our solar system and still go undetected.  

Life could be as close as Mars. It could be in many locations in our own solar system. Life could be anywhere.

The closest extraterrestrial life could be at any of those places. We have no idea how common life is. We need to find a few planets with life to even make an estimate. 

Quite possibly within our solar system, e.g. in the upper atmosphere of Venus, on Mars or in the interior water of one of the outer moons.

I believe it could be within the Milky Way at least

Communication via Quantum Entanglement would be a help

And it uses Photons as a Language Medium

For me, aliens ARE visiting the Earth ; and therefore ARE visiting the solar system

If these aliens AREN'T from our solar system - i.e. living there permanently -: they are arriving in it from another star system or from another reality / another time

It would be logical to state that some of these visitors, if not all, are from nearby star systems in our Milky Way galaxy

But, because we don't know the limits of alien technology, we cannot rule out them being from OTHER galaxies as well

we do not know,, a lot of exploring is ahead before we find

out if chromeheaded baldies are out there

"Within the Solar System" is quite unlikely, but we cannot yet rule it out.

"Within the Spiral Arm of the Galaxy" seems very likely, as there are tens of billions of stars in the arm, and it is now estimated that the average number of planets per star is at least one.  

Our capacity to explore beyond a rather small part of the above "arm" is very limited -- it could take thousands of years even to transmit or receive a radio signal.

The International Space Station, about 255 miles away from Earth.