Aliens come in squads, much like your own squad. Just like you can start with up to 4 soldiers on a single mission, each alien squad can come with up to 4 aliens in it. When a Drone sees you, that entire squad sees you. If that Drone was in a squad with a Sectopod, the Sectopod is alerted and can then fire its mortar basically anywhere on the map. These mechanics are the same for all alien squads - you might see only one Muton and send it fleeing into the black, only for three to come out on their turn.
Luckily, the aliens have the same visibility limitations as you. The Sectopod might fire its mortar, but it is shooting at where its squad - specifically, that Drone - last saw you. All you have to do is move away from that area and you'll avoid the blasts.
Aliens cannot alert other squads unless you've mind controlled one and it has moved into the vision range of a new squad.