What can the central object be?
- Black hole surround by an constructed shell.
- Artificially constructed neutron star -- 20 km diameter is smallest naturally occurring neutron star.
- Artificial construct generating an intense gravitational field or equivalent to bind the 3 planets.
- Something else even more incomprehensible to us.
Only case 1 sounds like something we could even plan on doing, assuming we just happened to find a primordial black hole. Once again, the central diameter is too small for a black hole from a star. The naked singularity is smaller, but it is below the event horizon and nothing could be constructed and visible existing inside the horizon. So you need a primordial black hole smaller than 10km. To keep the 3 planets in orbit, it still need to fairly massive. Just getting close to the earth will cause lots of problems for us.
The technology to build the shell able to withstand the tidal forces is yet again magic level. Also any inhabitants would be ripped up by tidal forces unless they are artificial or protected by gravity control or suchlike.
I don't carry on a conversation with ants. I ignore them or destroy them as I please. The ants have no say in the matter. Now, an entomologist might be interested in studying the ants, someone else might want an ant farm. But in no case do the ants have any influence in the outcome. Should the ants bite or get into my food, I am more likely to destroy them than otherwise.
Just getting here from another star star implies technology well beyond our current level. Doing so in style bringing along 3 planets and something beyond our understanding at the core ups the game by a huge amount. The aliens are far, far beyond our technology.
If the aliens are for some reason friendly, they will study us, contact us, etc. as they see fit. If they are hostile, we are completely toast. If they are indifferent, it would be best not to annoy them.
The winning strategy is to lay low and respond politely if they initiate contact. Maybe we should try to be on our best behavior, knock off the local wars, etc. to look like a cute puppy instead of a mad dog that should just be put out of its misery.