in XCOM how do I fire or choose another soldier
You are still in tutorial mode, are forced to shoot on the other alien, just hit Tab to change to second alien, and then you'll be free to shoot it, and continue the mission as you see fit.
Take notice that later in that mission you will be encouraged to use the rocket launcher to kill some aliens that appear later, however, this time it's not mandatory and you can kill them in whatever way you see fit.