Trevor's piloting skills do come in handy on some of them so keep that in mind. It doesn't matter which character you use to collect them after initiating the quest. He wants you to collect Spaceship Parts from a crashed UFO. You will meet a strange fella that goes by the name, Omega.
While playing as Franklin, there should be a question mark on your map in Sandy Shores. In order to start collecting these, you have to finish the mission, Fame or Shame. There are a total of 50 Spaceship Parts to collect in GTA V to unlock the 'From Beyond The Stars' Achievement/Trophy.