I believe you have the "old" style of alarm system, with the push button fob. The audible alarm is a added option. You failed to mention which bike you have. If you have a touring model, it would be located behind the right side cover,behind the elec. caddy. If a dyna or softail, it would be located under the seat. If you want a alarm, you can get either version available depending on what you want it to do. Good luck.
Jim
Dum me. Just noticed you photo of the ultra, so it behind right side cover, elec. caddy.