Alumni and other contacts are more likely to want to help you while you're still a student. It puts less pressure on the alumni because you are just asking for advice and not yet looking for a job. That means if you want to pick the brain of someone who works in the industry you want to go into or even request an informational interview, now's the time to do it. Grow those relationships while there's no pressure, so those contacts will want to help you when you transition to the work world.