It would depends on the authority behind that directive. A soldier is required to obey orders of a superior officer: I assume you are speaking of a civilian hearing this instruction. If martial law has been declared, all bets are off. Assuming we're still operating under existing law, a military officer has no special authority over citizens. The military person could be specifically indicating that this information is classified. Although the president has the highest level security clearance, classified information must be kept under wraps, and there is a secure facility for unleashing such information (which ordinary people can't get at). If the information is classified, everyone is subject to 18 U.S. Code § 798, which prohibits the disclosure of classified information. However, the president is authorized to receive all information, indeed the president has the authority to deem a person "authorized".
18 U.S. Code § 793 limits obtaining information about national defense from military facilities, so it could matter where the person was when he learned of ET. Under subsection (a) there is a requirement that the information is believed to be used "to the injury of the US", and if we're talking crazy hypotheticals, they might make the case that telling the president would injure the US". Under that law, you may not obtain information about X, where X is a really long list. If ET has a vessel, vessels are in the list X, so let's assume it's just ET. But we're assuming that ET is on a military base (or laboratory), and such things are in X. So the law prohibits, for the purpose of obtaining such information, "otherwise obtain[ing] information concerning any ...camp", and the fact that ET was at such a camp is therefore information not to be obtained. Disclosure is not covered: simply obtaining the information is what's prohibited, and the additional act of disclosing to the commander-in-chief would not itself cross the legal threshold. In ordinary English, seeing something doesn't constitute obtaining information, but the government will try to use a different dictionary, so there's no way to know if simply seeing ET is a crime. The word "knowingly" is omitted from this subsection: "for the purpose" is in there, but if you reduce the verbiage, the law
says that it is a crime to "for the purpose of obtaining information respecting the national defense with reason to believe that the information is to be used to the injury of the United States obtain information concerning any camp", and the issue is whether "for the purpose" means that there must be a certain kind of intent – there's no universal rule of construction for that matter.
Subsection (d) covers the situation where a person lawfully has information relating to the national defense, and they have reason to believe the information could be used to the injury of the United States, and in that circumstance you cannot willfully communicate that information to a person not entitled to receive it. The puzzle here is, who is entitled to receive such information and how can a citizen know that a person is or is not entitled. This is predicated on the assumption that if you happen to see ET on a military base (either through the fence, or while lawfully on the base), you are lawfully in possession of the information.
