Reaching out to Alumni

I want to start connecting to alumni from my school that work at the firms I’m interested in. How do I go about this? What should I say to them to not sound annoying but also sound interested? I also want to know if I should connect them on linked in and message them through that. If I’m able to get a call, what questions do I ask them? Sorry for so many questions, just want to get a head start so I’m not stressing. 

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