If the aliens (or us, for that matter) have superscience, then one answer would be to grab a moon from a Gas giant planet in the system and place it in orbit around your planet. Playing a game of planetary billiards with comets from the system's Kuiper belt and using flypasts to add or subtract orbital velocity from the moon you want gets the job done, although it takes a long time and an insane amount of computational power. The constant stream of comets through the inner solar system wold make for a spectacular night sky, but interplanetary transportation would be rather hazardous.
Plan "B" would be to forget the moon and use the incoming comets directly to apply a gravitational torque to the planet. This might be sub optimal if there is a lot of space infrastructure, since the traffic control system would have to ensure clear space for the incoming comet to pass the planet, and the water vapour and dust from the comet's tail would have long term effects on the orbital infrastructure and possibly the planetary climate (reflecting sunlight away and dropping the average temperature).
With a bit more superscience, Plan "C" might be to create a very small artificial moon using ultra dense materials. A slug of Neutronium the mass of the Moon would be incredibly tiny (and probably unstable). A miniature black hole might be created to do the job (one of lunar mass would probably be stable enough to last for geological ages), and careful observers would see an "Einstein ring" in the sky every time the miniature black hole passed in front of a star. Finally, if the superscience is sufficiently advanced, they might simply warp space near the planet to create the same effect.