i do not know how to operate the alarm system in my toyota avalon xls 2001. i assume it came with the car!
a quick call to a local toyota dealer will tell you. or look up on toyota's info on their website
if this is a normal car, then it should activate once you lock the doors. to test this, open your window, lock the car with the remote, then climb in and mess with everything. if your alarm goes off, then you know it works.