"An illegal flyer has been detected" what does this message mean?
Solution 1:
That means an organisation has launched an aerial attack on another organisation's building. Usually (and most likely in your case) it's gangs and their turf wars, but if an organisation is hostile to X-Com, it can attack you.
I don't think it involves the aliens directly, so unless you want to specifically protect whatever's being attacked, you can ignore those warnings.