I do not know about all worlds or all alien races and their water or oxygen needs.
I do know that some others have water and oxygen and some do not.
Not all liquid is H2O.
Mars has H2O with a much higher mineral content.
Many worlds have liquid oceans, streams, rivers, ponds and lakes, all to varying amounts.
All beings (as far as I know) breathe something — some mixture of "air" that is natural to themselves.
None of our visiting races can sustain life in our atmosphere, but some can survive for a very short time here before they die, the longest is 2 hours, and that is the other race of humans who visits us.
There are other differences also such as:
|• Light||• Temperature||• Minerals|
|• Pressure||• Chemicals||• Gases|
|• Gravity||• Plants||• Germs, etc.|
- Read about Atmosphere.