This will be a serious impediment to societal or individual development for them to work around.
I'm honestly not sure you can have a self-aware, conscious intelligence with the IQ to develop any kind of society or language but with no concept of past (or time passing) and no memory of past events.
The concept of the past naturally follows from having memory. If you can recall a memory and compare it the current situation, it follows that there is a what-is and a what-was. If you have continuity of memory, you can follow the chain from a given what-was and see how all of the previous moments led up to the current moment.
Do you mean that they don't even have a moment-to-moment working procedural memory? I'm not sure how you could avoid them having an abstract concept of the past without one—even if it's just the recent past—but I'm not sure how you can have conscious intelligence without one. Object permanence is out, and that's something humans develop as infants. Most of the smarter animals manage it just fine, and none of them have anything we'd call a "society" much less language or abstract conceptualization.
I guess they can learn things by rote conditioning, like animals can, but without a concept or memory of the past, they have no way to direct it, and thus no way to learn anything on purpose. They lack any way to have purpose at all. Even if they make a decision, how do they carry through on it without being able to remember that they made it? They'd constantly be like the guy who walks into a room and forgets what he came in there for, except on a complete and existential level. The guy in Memento had it easy compared to them.
How would they even develop speech, writing, or record keeping with no way to compare the symbol they see or the sound they hear with the memory of learning what it means? How could they become tool-users if they don't have a way to remember what problem a given tool can be used to solve?
Without a concept of the past or memory of it, you can't really have a personality, habits, purpose, learning—not even by trial and error—the ability to assign meaning to events, or the emotions that follow from those meanings (except maybe surprise), or any sense of individuality. Experimentation is out, and so is the development of the scientific method. They can't predict the future based on past events. They can't generalize a solution to a current problem if they can't remember how they solved similar problems in the past, so they're forever reinventing the wheel. Literally. Fire's really convenient for warmth when lightning happens to create it, but they're darned if they can recall how to get some more of it when they're cold.
They're really missing the basic tools to get a society off of the ground.
I'm also not sure how they could have any idea of the future without an idea of time that includes the concept of the past. Without the ability to conceive of things that don't exist but could in the future, how could they act so as to make that future goal a reality?
I'm not saying there couldn't be some alien species that meets your requirements but still has intelligence, but I think they'd be so utterly alien that we'd have a very difficult time interacting with them or even recognizing them as intelligent. That intelligence would have to be some kind of emergent, group-based property that doesn't exist at an individual level.
Maybe the individual aliens are just nodes in some kind of larger, possibly planet-wide, neural net or groupmind? Alone, they're just animals, but enough of them together can form a hivemind that can do abstraction, learn, make a decision, and then split up into its component parts to execute those decisions, leaving the individuals (albeit, without any concept of themselves as individuals) with no real concept of why they are doing what they are doing but just doing it by rote anyway.
I think you've really got to fudge or fuzz at least a few the usual concepts of "memory," "the past," "intelligence," or "individual" to manage this.