Where did they find Roger?

Roger was being held by the CIA at Stan's work. There was some commotion, and Stan ditched into the room where Roger was being held. Stan ended up hitting his head and getting knocked out when other CIA agents threw hand grenades in the room. Roger rescued Stan by throwing Stan and himself down a laundry shoot, and thus, Roger escaped. As a debt of gratitude, Stan took Roger home to protect him.

He is an alien he came from outer space duh!!!!