Sometimes, when I try to add an Alice character, the program puts it in your scene, but somewhere you can't  see it from the small edit view. It can be that the character got added in such a small size, that re-sizing it will help you find it. To do this, on the left sidebar, click on the name of the character or background you just added. If it's in the editor area of the visible scene, you should see a cube with cross hairs. Right click within it. Check in the drop down that appears to make sure the character name matches what you want to find. Then select "methods" > name of your character "resize". For tiny characters, such as bugs, I'll sometimes go ahead and make them huge (resize>other, then type in value = "50" in the calculator that appears).

Other times, Alice adds your character, but off camera from the small edit screen. Adding a new event that allows the mouse to control the camera can help you locate these off screen characters so you can move them over to the view you want for them. To do this, select "Done" after you've added your characters/backgrounds. Then go to the top Right and click on "Add new event" in the "Events" section. In the drop down that appears, select "Let mouse move the camera". This way, now you can pan your entire "World" to see where all your characters are.