One thing ive been confused about is how alf was going to return to melmac in the help me rohnda episode. Didnt it blow up? and how did alf contact his friends from melmac were they lving on other planets when melmac blew up?

ALF wasn't going to return to Melmac, his friends were going to pick him up and take him wherever they were going to. ALF's friends were contacted through the use of Willie's short wave radio in at least three episodes (the pilot, Help Me Rhonda and Consider Me Gone). It is somewhat believable if not entirely plausible.